It's time for the big three. We've got three tickers, three charts, and three trades. Rick Ducat, of course, is here to take us through the charts. And here to take us through the trades is Don Kaufman, co-founder of Theo Trade.Great to have you both with us as always. Don, your first pick today is the SIBO VIX index. You know, walk us through why we're talking VIX today.>> Yeah, you know, uh, right now what, uh, AI is all the rage, the bubble conversation is all the rage. Look, I I I think it's a wonderful ...

Analyst’s Disclosure:I/we have a beneficial short position in the shares of SPX either through stock ownership, options, or other derivatives. I wrote this article myself, and it expresses my own opinions. I am not receiving compensation for it (other than from Seeking Alpha). I have no business relationship with any company whose stock is mentioned in this article. Seeking Alpha's Disclosure: Past performance is no guarantee of future results. No recommendation or advice is being given as to whether any in ...

All right. So, just a lot going on in the world, Amy. Just a lot going on.Government shutdown. We mentioned tariffs and everything else. But the VIX has really been kind of muted.It's been muted like well below the highs of earlier this year when you first got those tariff announcements. So, I want to ask you when in the options market, isn't this the play to own the VIX. Whether you it's calls or puts or inverse.I mean, isn't that the place to be. Because what are the chance the volatility stays the same g ...

并购交易概述 - Fifth Third Bancorp以109亿美元全现金收购Comerica Inc [1] - 交易预计于2026年第一季度完成 交易完成后公司总资产将达到2880亿美元 成为美国第九大银行 [1] 市场反应 - Fifth Third股价微涨0.3%至44.53美元 Comerica股价大幅上涨16%至81.85美元 [2] - 区域银行ETF上涨2.3% 整体金融板块ETF微涨0.2% [2] - Fifth Third股价早盘一度冲高至45.33美元 但近期在46美元面临阻力 [3] 期权市场活动 - Fifth Third期权交易活跃 看涨期权成交量6,637张 是日均水平的18倍 是看跌期权成交量的6倍以上 [4] - 最活跃合约为2026年1月16日到期的46美元行权价看涨期权 主要为新开仓买入 [4] 波动率指标 - 股票SVI波动率指数为31% 处于年度读数的第14百分位 表明期权市场预期低波动 [5] - 股票SVS波动率得分卡为72分 表明其过去一年实际波动倾向于超出市场预期 [5]

风险溢价上升现象 - 自9月初以来风险溢价因黄金创下新纪录而增加 [1] - 从股票到黄金等资产的风险溢价正在上升 尽管今年大部分时间基准指数的隐含波动率保持稳定或下降 [1] - 实际市场波动低迷是推动风险溢价上升的主要原因 风险溢价即交易员预期的市场波动与实际波动之间的差值 [2] 不同市场波动受限的原因 - 黄金市场波动受限可归因于降息预期 [3] - 石油市场波动受限源于供需前景的平衡 俄罗斯炼油厂遇袭可能抑制短期供应 [3][7] - 股票市场波动受限受美联储政策、企业盈利和资金流不确定性影响 [3] 股票市场具体表现 - 9月份期权成交量创下纪录 因投资者开始在年底前后增加对冲 市场波动预期有所增加 [4] - 如果实际波动持续受限 交易员为期权支付溢价的意愿有限 [4] - 固定行权价波动率在过去几周实际上升 隐含波动率相对于已实现波动率指标处于高位 [4] - 低相关性抑制了标普500指数波动率 因个股以不同速度和方向运动相互抵消 [5] - 尽管随着财报季临近个股波动率跃升 VIX指数仍保持低迷 [5] - VIX成分股波动率指数与Cboe波动率指数之间的差值上周创1月底以来最大 且处于过去两年区间顶部 [5] - 个股波动率与指数波动率之间的利差因标普500低隐含相关性和高离散度而扩大 [6] 石油市场具体表现 - 石油是波动受限的典型代表 过去几个月一直处于区间震荡 [7] - 供应过剩前景与俄罗斯炼油厂遇袭相平衡 地缘政治事件被迅速解决 抑制了波动率和偏度 [7] - 地缘政治事件导致看涨期权波动率出现短暂峰值 这反而提供了卖出期权的激励 [7]

Electric vehicle (EV) giant Tesla ((TSLA) made a stunning comeback recently, with its third-quarter 2025 delivery numbers surging 7% year over year, comfortably surpassing the weak performance of the previous two quarters. However, this record delivery, which smashed past the market consensus of around 447,600 deliveries, according to estimates compiled by FactSet (as reported by CNBC), was largely driven by the U.S. federal EV subsidy, which expired in September and prompted a rush of buyers hoping to capt ...

Occidental Petroleum Corp (NYSE:OXY) is near the bottom of the New York Stock Exchange (NYSE) today, after Warren Buffet's Berkshire Hathaway (BRK) shook up Wall Street with a $9.7 billion all-cash deal to buy OxyChem, the company's chemical business. Berkshire holds a 28.2% stake of Occidental as of the end of June.OXY was last seen trading down 6.2% at $44.77, reversing premarket gains and now testing its 80-day moving average. The shares -- down 9.5% in 2025 and 16.4% year over year -- are in danger of b ...

Volatility is back towards the lowest levels we have seen in 2025 with the VIX Index closing at 16.28 yesterday. When volatility is low, options become cheaper, so today we’re looking for stocks with a low IV Percentile which could be good candidates for a Long Straddle trade. More News from Barchart First, let’s find stock with a low IV Percentile using the Stock Screener and the following parameters: A screenshot of a computer AI-generated content may be incorrect. This gives us the following result ...

[Music] Welcome to Morning Brief Market Sunrise. I'm Raman Karamali live from Yahoo Finance Studios in London. It's Tuesday, 30th September.Coming up on the show, the vice president signals that a government shutdown looks like it will kick in from tomorrow. We'll look into whether China can threaten the US's dominance in the world of artificial intelligence. and I'll tell you all about a stock that surged over 1,700% in less than 24 hours.So, grab your coffee and let's own the morning. [Music] I think we'r ...

市场波动性现状 - 华尔街正经历近六年来最平静的季度，标普500指数的一个月波动率在第三季度平均为10.8，为自2019年第四季度以来的最低水平 [1] - 股市在4月关税相关抛售后持续攀升至创纪录高点，市场缺乏新的负面冲击，这压低了波动率 [2] - 截至周一，标普500和以科技股为主的纳斯达克综合指数均收盘于各自的历史高点附近 [3] 波动性周期与市场观点 - 市场参与者对波动性可能再次加剧保持警惕，认为波动性存在自然下限，不会降至零 [2] - 从更大的波动性周期来看，波动性的下一次变动几乎可以确定会在某个时点走高 [3] - 历史数据显示，处于如此低水平的波动性往往会持续数周而非数月，长期的平静之后常伴随着急剧的飙升 [4] 当前市场驱动因素与潜在风险 - 当前市场受到与人工智能相关的大型股乐观情绪以及对美国经济韧性的信心支撑，这继续支持投资者的风险偏好 [5] - 存在大量可能引发波动性的催化剂，包括可能于周三发生的政府停摆，以及将影响利率路径的经济数据 [5] - 宏观风险升高，若发生类似2024年8月因日元套息交易平仓或2025年4月关税恐慌规模的冲击，其给押注市场持续平静的投资者造成的损失可能远超当前平静期延续带来的收益 [6] - 芝加哥期权交易所数据显示，上周对下跌保护的需求有所增加，三个月偏斜度（衡量未来三个月内防范市场下跌的保险需求指标）相较于其他期限上升最多 [7]