CBOE Volatility Index

The S&P 500 settled higher on Friday, with Apple Inc. (NASDAQ: AAPL) closing with a $3 trillion market capitalization for the first time. The personal consumption expenditure price index in the U.S. rose 3.8% year-over-year in May, recording the lowest reading since April 2021. Traders are...

The S&P 500 settled higher on Thursday as bank stocks rallied following the Fed's stress test results, which showed all 23 banks tested remained above their minimum capital requirements during a hypothetical recession. The U.S. economy expanded by an annualized rate of 2% on quarter in the...

The S&P 500 settled slightly lower on Wednesday, after Fed Chair Jerome Powell stated that additional interest rate hikes are on the way this year. NVIDIA Corporation (NASDAQ: NVDA) shares settled lower on Wednesday following a Wall Street Journal report that the U.S. government is considering...

The S&P 500 settled higher on Tuesday, as investors assessed the recent economic reports. Sales of new single-family houses in the U.S. surged 12.2% month-over-month to an annualised rate of 763,000 in May. U.S. durable goods orders rose 1.7% month-over-month in May versus a revised 1.2% growth...

The S&P 500 settled lower on Monday, after an attempted rebellion by Wagner Group mercenaries against Russian President Vladimir Putin over the weekend. Last week, the S&P 500 snapped its five-week winning rally, which was the longest since Nov. 2021. Lucid Group Inc (NASDAQ: LCID) shares...

The S&P 500 settled lower on Friday, following the recent Fed Chair Powell's comments suggesting further rate hikes are expected by the end of the year. The S&P 500 snapped its five-week winning rally, which was the longest since Nov. 2021. Financial markets are seeing around 74% chance...

The S&P 500 settled higher on Thursday following comments from Federal Reserve Chair Jerome Powell. The Fed chair stuck to the message delivered the day before to the House Financial Services Committee, stating that two further interest rate increases might be warranted if the economy performs...

The S&P 500 settled lower on Wednesday following comments from Federal Reserve Chair Jerome Powell during his congressional testimony. Powell signaled that additional hikes may be forthcoming to bring inflation back to the Fed’s target. Powell will testify before the Senate Banking...

The S&P 500 settled lower on Tuesday to start the holiday-shortened week. The Federal Reserve, last week, left rates unchanged at the 5%-5.25% range on Wednesday. Rivian Automotive, Inc. (NASDAQ: RIVN) shares gained 5.5% on Tuesday after the company announced it signed an agreement with Tesla...

The S&P 500 settled lower on Friday amid a decline in Microsoft Corporation (NASDAQ: MSFT) shares. The Federal Reserve left rates unchanged at the 5%-5.25% range on Wednesday. The central bank, meanwhile, signalled it would increase rates by another two times this year. NVIDIA Corporation (...

The S&P 500 settled at its highest level in fourteen months on Thursday as investors assessed economic data. Retail sales in the U.S. increased 0.3% month-over-month in May, topping market expectations for a 0.1% drop. U.S. jobless claims came in unchanged at 262,000 in the week ending June 10...

The S&P 500 closed slightly higher on Wednesday after the Federal Reserve kept interest rates unchanged. The central bank, however, said that there could be two more rate hikes scheduled for later in the year. Traders now see a 63% chance that the Fed will increase interest rates in July....

The S&P 500 closed higher on Tuesday after data showed consumer prices increased modestly during the month of May. The consumer price inflation in the U.S. eased to 4.0% in May, recording the lowest level since March 2021 and compared to market estimates of 4.1%. On a monthly basis, consumer...

The S&P 500 and the Nasdaq climbed to their highest settlement levels since April 2022 on Monday. Investors are awaiting inflation report and the Fed’s interest rate decision. Traders are now seeing around 72% chance that the Federal Reserve will maintain interest rates at its meeting on...

Using the individually categorized methods available in the Volland dashboard, let’s review option dealer positioning to analyze dealers’ hedging behavior on the S&P 500 Index (^SPX). What Is Vanna? The option greek vanna is the sensitivity of deltas (how much profit you can expect...