Market Measures - June 9, 2025 - Timing the SPX IV Inverse Move
Update: 2025-06-09
Description
Tom Sosnoff and Tony Battista discuss current market activity, focusing on the S&P 500's unimpressive gains and Tesla's volatility. They analyze the inverse relationship between equity prices and implied volatility, noting that this correlation strengthens during significant market movements, particularly sell-offs. In contrast, small market fluctuations produce weaker correlations, making it challenging to time trades effectively. They emphasize the importance of maintaining short delta positions as a hedge during downturns when fear and volatility spike.
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