Category: VIX
Nomura’s Charlie McElligott On China Tariffs: ‘September Selloff Window May Be Pulled Forward’
“The pieces were already aligning”.
Nomura’s McElligott Explains What Tariff News ‘Very Clearly’ Means For US Stocks
“…this re-pricing lower in the VIX complex should drive powerful second-order impacts”.
With ‘Crash’ Bets Bid And Downside Risks Lingering, Nomura’s McElligott Talks Possible ‘Quiet’ Period
That said, risks come back into play starting in late August.
The VIX Did Something Monday It’s Only Done 5 Other Times – And That’s Not Even The Punchline
A simple read: Markets are becoming more fragile all the time.
Nomura’s McElligott: ‘That Was One Of The Most Manic 36 Hours Of Trading I’ve Ever Witnessed’
There’s no room for the mincing of words.
The VIX Is Very Low To Be This Close To A Historic Fed Meeting
Cheap options for “plain English”.
‘Bandit Logic’ And Gamma Gravity
Local stability, but mind the “bandit” at 1600 Penn.
Why Nomura’s McElligott Sees Scope For An ‘Optical’ Market Bounce
“This is where I expect [the] next wave of monetization in hedges”…
After Last Week, Goldman Asks: ‘What Would VIX Do On A Larger Downturn?’
The discussion always comes back to liquidity…
Is Negative Convexity Risk ‘Flashing Red’?
Spoiler alert: “Not yet”.
Nomura’s McElligott On VVIX, More Mechanical De-Risking And ‘Pure Minsky’
“If you’re short vol, you make money…but eventually die. But if you’re long vol, you die before you make money.”
As VIX Spikes, Trump Says ‘Sorry’, Not Sorry
“…we’re not going to be doing that anymore!”
