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The Instrument Of Truth: How Volatility Reveals Market Reality

Derivatives & VolatilityMarket Technicals & FlowsFutures & OptionsInvestor Sentiment & Positioning
The Instrument Of Truth: How Volatility Reveals Market Reality

Nasdaq-100 implied volatility has steadily fallen since July 29, with 10% OTM options dropping from 34.5% IV to 26.7% IV (down 7.8pp). This points to easing perceived downside risk and a less volatile near-term backdrop for NDX options.

Analysis

Nasdaq-100 implied volatility has steadily fallen since July 29, with 10% OTM options dropping from 34.5% IV to 26.7% IV (down 7.8pp). This points to easing perceived downside risk and a less volatile near-term backdrop for NDX options.

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Market Sentiment

Overall Sentiment

mildly positive

Sentiment Score

0.15

Ticker Sentiment

NDAQ0.05

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