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S&P Continues Its Rally – New All-Time Highs With Low Volatility

S&P Continues Its Rally – New All-Time Highs With Low Volatility

by Scott Nations | Jan 25, 2025 | Volatility Insights

Your Week’s Volatility Market Commentary — Information Is Your Edge S&P Continues Its Rally – New All-Time Highs With Low Volatility Jump Directly To: Equity Index |Investor Optimism |NDX | TLT | GLD | IBIT | Commentary Equity Index Volatility Weekly...
S&P Soars On Benign Inflation Data and Strong Bank Earnings

S&P Soars On Benign Inflation Data and Strong Bank Earnings

by Scott Nations | Jan 18, 2025 | Volatility Insights

Your Week’s Volatility Market Commentary — Information Is Your Edge S&P Soars On Benign Inflation Data and Strong Bank Earnings Jump Directly To: Equity Index |Investor Optimism |NDX | TLT | GLD | IBIT | Commentary Equity Index Volatility Weekly Takeaway: The...
Good News Is Bad News For The Market This Week

Good News Is Bad News For The Market This Week

by Scott Nations | Jan 11, 2025 | Volatility Insights

Your Week’s Volatility Market Commentary — Information Is Your Edge Good News Is Bad News For The Market This Week Jump Directly To: Equity Index |Investor Optimism |NDX | TLT | GLD | IBIT | Commentary Equity Index Volatility Weekly Takeaway: The S&P 500 lost...
S&P Erodes To End A Strong 2-Year Streak

S&P Erodes To End A Strong 2-Year Streak

by Scott Nations | Jan 8, 2025 | Volatility Insights

Your Week’s Volatility Market Commentary — Information Is Your Edge S&P Erodes To End A Strong 2-Year Streak Jump Directly To: Equity Index |Investor Optimism |NDX | TLT | GLD | IBIT | Commentary Equity Index Volatility Weekly Takeaway: S&P 500 finished 2024...
Ugly Friday But S&P Gains During the Holiday Week

Ugly Friday But S&P Gains During the Holiday Week

by Scott Nations | Dec 28, 2024 | Volatility Insights

Your Week’s Volatility Market Commentary — Information Is Your Edge Ugly Friday But S&P Gains During the Holiday Week Jump Directly To: Equity Index |Investor Optimism |NDX | TLT | GLD | IBIT | Commentary Equity Index Volatility The Weekly Takeaway: S&P 500...
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Translate Index Values To Implied Moves

To convert a 30-day index value to a projected move:

  • Daily: Divide by 16
  • Weekly: Divide by 7.2
  • Monthly: Divide by 3.5

Example: VolDex at 22. Divide 22/16 = 1.375. This forecasts the expected daily move of the underlying instrument to be 1.375% based upon the VolDex value.

EQ Derivatives
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Charles Schwab
Wall St Journal

The information provided is for general education and information purposes only. No statement provided should be construed as a recommendation to buy or sell a security, future, financial instrument, investment fund, or other investment product (collectively, a “financial product”), or to provide investment advice. In particular, the inclusion of a security or other instrument within an index is not a recommendation to buy, sell, or hold that security or any other instrument, nor should it be considered investment advice. Past performance of an index or financial product is not indicative of future results. The views expressed herein are those of the author and do not necessarily reflect the views of Nations Indexes, Inc. or SpiderRock Gateway Technologies, LLC or any of their affiliates. There are important risks associated with transacting in any of the option products discussed here. Before engaging in any transactions in those products it is important for market participants to carefully review the disclosures and disclaimers contained at: https://www.theocc.com/company-information/documents-and-archives/options-disclosure-document These products are complex and are suitable only for sophisticated market participants. These products involve the risk of loss, which can be substantial and, depending on the type of product, can exceed the amount of money deposited in establishing the position. Market participants should put at risk only funds that they can afford to lose without affecting their lifestyle. VolDex, TailDex, CallDex, PutDex, RiskDex, SpikeDex, and Deconstruct Skew, are registered trademarks of Nations Indexes, Inc. VIX is a registered trademark of Cboe

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