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volatility dispersion

May 03 2026

Quiet Indices, Roaring Stocks: the Volatility Dispersion Trade

Robust Mag7 and semiconductor earnings have reinforced investor confidence in the AI trade, lifting the S&P 500 and Nasdaq to fresh highs. Index implied volatility (IV) — the options market’s expectation of future price movement — reset to its lowest level in three months. Despite the backdrop of the Iran conflict and heightened oil prices, […]

Written by Sherry An · Categorized: Market Analysis, SpotGamma Weekly · Tagged: 0DTE options, call options, dealer gamma, implied vol, iron condor, options flow, semiconductor stocks, spotgamma weekly, SPX options, unusual options activity, volatility, volatility dispersion

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