Newsfeeds Archive - Spark Newswire

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Volatility Outlook On Earnings Q2 2023: How Are People Positioning?

July 25, 11:26 AM

There has been a lot of noise made over the possibility that earnings will decline rapidly this quarter. I reviewed 16 different large-cap company earnings coming up by using the tools in Volland (https://www.vol.land) and ORATS (https://orats.com/).

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What Vanna Is Telling Us About Markets In June: A Look At SPX, SPY, and QQQ Hedging Requirements

By Jason DeLorenzo

May 22, 11:43 AM

What Is Vanna, And What Can It Tell Us About Markets? Vanna is the relationship between an option's delta (the number of underlying shares a dealer must hedge for the derivative position) and its implied volatility.

QQQ

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Near-Term Volatility: Will Option Dealers Sell? Implications Of Debt Ceiling On Dealer Positive Vanna

By Jason DeLorenzo

May 16, 11:12 AM

Yesterday was a relatively flat day, as the markets cruise to the upside in monthly options expiration (opex) week. I have been saying that markets support a slow move up through June opex, which is seemingly what we are getting. However, there is a lot of positive vanna underneath.

SPY