{"id":194386,"date":"2024-05-24T11:15:00","date_gmt":"2024-05-24T15:15:00","guid":{"rendered":"https:\/\/ibkrcampus.eu\/uncategorized\/socially-acceptable-volatility-strikes-again-2\/"},"modified":"2024-05-27T11:02:26","modified_gmt":"2024-05-27T11:02:26","slug":"socially-acceptable-volatility-strikes-again-2","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.eu\/campus\/traders-insight\/securities\/options\/socially-acceptable-volatility-strikes-again-2\/","title":{"rendered":"Socially Acceptable Volatility Strikes Again"},"content":{"rendered":"\n

For quite some time, my friend Steve Sears and I have been trying to popularize the term \u201cSocially Acceptable Volatility\u201d.\u00a0 So far, we\u2019ve been unable to make it happen, but it describes a day like today perfectly.\u00a0<\/p>\n\n\n\n

As I write this, the S&P 500 (SPX<\/span>) is up about 40 points, or about 0.75%.  When we were down by this amount yesterday, I received numerous questions from people wondering why.  Today, not a single inquiry about why we\u2019re up. <\/p>\n\n\n\n

That\u2019s the concept behind \u201cSocAccVol\u201d (a portmanteau that DEFINITELY won\u2019t \u201chappen\u201d).\u00a0 In investors\u2019 minds, markets are supposed<\/em> to go up.\u00a0 In fact, over time they usually do.\u00a0 Thus, it is typical for concerns to rise when markets sink but similarly sized upward moves are taken in stride.\u00a0 That is also why we typically see volatility measures like VIX<\/span> rise on down days and fall even on relatively large up days.\u00a0 As we noted earlier this week, who wants to buy umbrellas when the sun is shining?<\/p>\n\n\n\n

ES June Futures, 2-Days, 5-Minute Candles[i]<\/strong><\/a><\/em><\/strong><\/h3>\n\n\n\n
\"ES<\/figure>\n\n\n\n

Source: Interactive Brokers<\/em> – Past performance is not indicative of future results<\/strong><\/p>\n\n\n\n

Today we have two opposing forces at work, and it is clear who is winning for now.  First is \u201cwho wants to go home with a long position over a long weekend?\u201d  The answer to that so far is \u201cmost traders.\u201d  More often than not, SPX is higher on the Friday before Memorial Day, so this shouldn\u2019t be a problem. <\/p>\n\n\n\n

The second force is an amalgam of several.  It includes \u201cbuy the dip,\u201d \u201cdon\u2019t short a dull tape,\u201d and \u201cit can be easier to ramp the market on Friday.\u201d  The first two are rather obvious.  There are typically few catalysts to move a market on the Friday before a long weekend.  Today\u2019s economic numbers weren\u2019t enough to move a somnolent bond market.  Higher bond yields were a negative catalyst yesterday; today they are essentially unchanged. <\/p>\n\n\n\n

As for the Friday catalyst, it is a phenomenon that we noticed during the post-Covid rally.\u00a0 Each Friday, over 600 weekly options expire.\u00a0 That essentially means that instead of the usual handful of so-called \u201c0DTE\u201d options, we have expiring options in all the leading stocks, ETFs and indices.\u00a0 Exuberant traders attempting to exploit quiet markets are hoping that those options can become a slingshot propelling the market higher.\u00a0<\/p>\n\n\n\n

Yesterday\u2019s major head fake caught many of us \u2013 including me \u2013 by surprise.\u00a0 As I wrote around noon EDT:<\/p>\n\n\n\n

Quite frankly, if you told me that NVDA would be up over 10% by midday while the S&P 500 (SPX) is up only slightly, I would have thought that impossible.<\/em><\/p>\n\n\n\n

As we now know, that modest midday advance, after a solid opening rally, turned into a broad based selloff a few hours later.\u00a0 We\u2019ll learn soon enough whether today\u2019s bout of socially acceptable volatility persists.<\/p>\n\n\n\n

—<\/p>\n\n\n\n

[i]<\/a> The horizontal line is as close as I could get to Wednesday\u2019s 5328.00 close)<\/p>\n","protected":false},"excerpt":{"rendered":"

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