Market Measures

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2018: The Return of Two Sided Trading

Market Measures

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Tom and Tony take a look at 2018 so far and examine how the daily ranges and volatility have compared to recent years.

The team took a look at intraday ranges between the daily highs and lows for the S&P 500 and averaged them on a yearly or monthly basis.

It’s clear that the first quarter of 2018 is far better for 2 sided trading than 2017 or most of 2016.

Next, the team looks at implied volatility of the S&P, Nasdaq, and Russell stock indices. While the recent IV levels are not reaching 2008 or 2011 levels, they have been double what they were for much of the last two years.

Tune in for Tom and Tony’s full take on the data!

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