Regime
CautiousVIX 19.5
Reduce size 25%. No new aggressive plays.
VIX Zones
Normal
<18
Cautious
18-25
Defensive
25-35
Crisis
>35
Extended Signals
VVIX (vol-of-vol)105.4
Index Gamma
SPX◆ Pos γ
Flip $6,875.27 · Spot $6,824.660.7% below
NDX◆ Pos γ
Flip $24,794.22 · Spot $25,082.0861.1% above
Upcoming Events (14d)
MACROCPI
TomorrowMACROCONSUMER SENTIMENT (PRELIM)
TomorrowMACROFACTORY ORDERS
TomorrowASMLearnings
5dTSMearnings
6dGOOGLearnings
13dLMTearnings
13d