0.00Open0.28Pre Close0 Volume33.59K Open Interest47.50Strike Price0.00Turnover160.99%IV79.96%PremiumMay 21, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.28Extrinsic Value100Contract SizeEuropeanOptions Type0.1050Delta0.0175Gamma67.22Leverage Ratio-0.0469Theta0.0014Rho7.06Eff Leverage0.0118Vega
CBOE Volatility S&P 500 Index Stock Discussion
There is an intraday gap f...
☁️ #global sentiment
VIX: 24.17 ⬇️ (−3.90%) — 30-day volatility slightly declining
VIX1D: 25.66 ⬇️ (−16.28%) — Sharp drop in 1-day volatility
VVIX: 101.31 ⬆️ — Rising implied volatility on VIX options
Fear & Greed (stocks): 39 — Fear Zone
Fear & Greed (crypto): 56 — Greed Zone
Behavioral analysis:
Mixed sentiment — dominant caution in equities, but early signs of optimism in crypto. No major panic signals. Clear correlation between VIX drop and rising US futures.
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S&P 500 $S&P 500 Index (.SPX.US)$ gained +0.28%, led by Microsoft $Microsoft (MSFT.US)$ (+0.55%) and Meta $Meta Platforms (META.US)$ (+0.42%), while Tesla $Tesla (TSLA.US)$ (-1.12%) $Alphabet-A (GOOGL.US)$ and Amazon $Amazon (AMZN.US)$ (-0.40%) ...
Under The Roman Sun Tzu Method™
Markets are grinding through a tactical zone of deception—appearing calm on the surface, but beneath it, volatility structures are showing signs of fragmentation.
SPY pre-market is slipping to 548, down -0.46%, while VIX futures tick up to 24+. The bounce attempt is fading. VIX spot is printing +3%, and the sharp curve on volatility surfaces confirms it: t...
• SPY closed at $550.90 (+0.05%), after hitting a low of $545.02.
• VIX Futures settled at 23.60, with spot VIX at 25.15 (+1.25%).
• S&P 500 Index closed 5528.71 (+0.06%), holding a fragile bounce.
• Dow closed at 40,227 (+114 points), reclaiming the 40,000 milestone.
• Heavy put sweeps in SPY and IWM continued into the close, totaling $40M+.
• Gamma exposure (GEX) maps show heavy negative gamma pressure...
• Aussie markets: The Australian share market is up 8.9% from its low. Gold producers dim yearly production, implying more upside for gold.
• Stocks to watch: Fortescue, Northern Star and Ramelius, Woodside, Visa, Coca-Cola. And XYZ, Microsoft, Met...
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