Non-profitable tech 🚀

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The chart moderators don't want you to see.

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20-day realized S&P 500 volatility versus 95-105 1M skew bracing for a storm

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Elections volatility is priced in.

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S&P skew overprices downside and underprices upside probabilities relative to history.

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Floor of SPX implied vol has been higher than in recent low-vol periods

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2020 SPX volatility estimate by GS

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1-Month $SPX straddles look cheap relative to trading range.

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Happy UKElection day! GBP overnight implied volatility spikes 700% in two days.

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AAPL call skew in 95th percentile.

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HYG 3 month ATM vol is at all-time low

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$NOK gang, Optiver is expecting you.

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