How post-election put skew compression and falling implied vol reshaped options pricing in NVIDIA, Qualcomm and Alphabet, with the trades to match.
SMH
Rising Correlation Is Thinning Out The Rotation Trade
Rising correlation, firmer fixed-strike vol and steeper 3-month put skew suggest the rotation trade is weakening. See where hedges still look cheap.
Right-Tail Risk On CNBC: The Larger Moves Have Come To The Upside
Upside volatility risk may matter more than the sell-off: why recent up days have outrun down days, and where semiconductors keep finding support.
September OPEX Options Positioning: Why 7,600 Is the Line | The OPEX Effect
Brent Kochuba of SpotGamma joined Excess Returns Thursday on September OPEX options positioning, the 7,600 gamma line, oil-rate risk and cheap tech vol.