KFD

na

[KFD @DavisKSFD]

@ozzy_livin Four?

[KFD @DavisKSFD]

@noelsmith Is vix turning into a hammer or shooting star? Spx is more a hammer no?

[KFD @DavisKSFD]

@3F_Research @WarrenPies Is the RAAM used for fcte etf?

[KFD @DavisKSFD]

@ozzy_livin Geometric or arithmetic?

[KFD @DavisKSFD]

@ozzy_livin @Sandalen94 VIXP is post OPEX this month. Aug 21.

[KFD @DavisKSFD]

@SenesLULZ My main take away was it will take a month of 50bp RV to bring back vol control buying in force.

[KFD @DavisKSFD]

@spotgamma Doesn't 1.5% seem extremely cheap considering it moved 4 overnight?

[KFD @DavisKSFD]

@50ptMAE They can send out a parade of dovish Fed speak setting up 50 in Sept and cuts in Nov, Dec. This is not covid and an emergency cut would only spark more panic in the market.

[KFD @DavisKSFD]

@stonkologist @jasongoepfert Yeah this needs to zoom out...why does it start at the 22 bottom? Did it trigger several times all the way down?

[KFD @DavisKSFD]

@50ptMAE Is this a vanna charm flow ends into window of weakness read, or another methodology?

[KFD @DavisKSFD]

@ozzy_livin @ArkhamIntel Still 9k to go it seems. Did you see the hitler bunker scene meme on this?

[KFD @DavisKSFD]

@ozzy_livin @ArkhamIntel Thanks for the link. I think it was seized not bought.

[KFD @DavisKSFD]

@Crowded_Mkt_Rpt Does today qualify as an expectation breaker on qqq?

[KFD @DavisKSFD]

@dampedspring Perhaps it is the case, but to varying degrees? Perhaps they are dampening the vol in NVDA, but the NVDA moves still need to be offset elsewhere?

[KFD @DavisKSFD]

@dampedspring I think that is his position, which you assess to be the case at present.

“if so the dealer gamma drops with vol increases and they don't have to hedge as actively and the pin becomes a pure dampener of both single name and index vol”

Cont…

[KFD @DavisKSFD]

@dampedspring He says that as one constituent undergoes idiosyncratic moves from earnings or news, the others must moves opposite to uphold the index pin.

[KFD @DavisKSFD]

@fmfclips @AiyarVarun @hubermanlab Does it include music?