Wednesday, December 12, 2018

Delta Neutral Update...12.12.18

Another reversal day the left us net flat for the day.  Per previous comments this was the expected market behavior short term where the previous close to current close demonstrate considerably less volatility than the open to close metric.
Note the crossovers in the 2 Day Alert, TrendX and Skew...all of which correspond to a declining close to close volatility.