Last September's quad witching window of weakness from VIXperation through OpEx (and just after) was quite volatile.
Will this year be different? 🤔
$SPX
Will this year be different? 🤔
$SPX
A tale of two markets: institutional positioning in indices shows a rather extreme put/call ratio of 1.80.
Meanwhile, equities show the inverse, suggesting retail bullishness is getting ahead of itself.
Which opinion will prevail this quad witching?
$SPX $NDX $RTY
Meanwhile, equities show the inverse, suggesting retail bullishness is getting ahead of itself.
Which opinion will prevail this quad witching?
$SPX $NDX $RTY
These monthly windows of weakness have been practically like clockwork, with the only recent exception being April of 2021.
Each time the $SPX approached or graced EMA(50), sometimes after hours/pre-market, such as August's window of weakness.
They are driven by index options.
Each time the $SPX approached or graced EMA(50), sometimes after hours/pre-market, such as August's window of weakness.
They are driven by index options.
Another view of the monthly window of weakness, through the lens of the $VIX.
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