S&P 500 E-Mini Futures - Elliott Wave Analysis
The latest Elliott Wave count on S&P 500 E‑mini futures shows a five‑wave impulse developing from the spring 2025 low. Wave ① finished in late 2024, followed by a corrective A‑B‑C pattern (wave ②) that established the cycle bottom. Wave ③, the dominant leg, is now in progress and its lower subwaves have completed, leaving price poised for further advance. Analysts view this structure as a signal that the market may sustain higher momentum in the near term.
Delta Hedging Performance Under Different Volatility Measures
A recent study using OptionMetrics SPX data from 2019‑2024 compares five volatility inputs for delta‑hedging. The SVI‑calibrated implied volatility surface, despite fitting the smile, increases hedging error variance 9.4% over a flat ATM IV. Close‑to‑close realized volatility cuts the error...
Bitcoin Analysis Today: BTC Tries to Turn the 72,900 Flush Into a Bullish Pivot
Bitcoin futures slipped to a low of about $72,900 before snapping back above the 73,145 and 73,350 high‑volume zones. The rebound is viewed as a tactical repair, but the market remains neutral until price sustains above the VWAP‑aligned 73,750 level....
💡Trade Idea for Wednesday, May 27, 2026
The author recommends re‑entering a stock that just completed a profitable Wheel cycle. The stock remains in a strong uptrend, holding above key moving averages with a controlled pullback and solid volume. The proposed trade involves selling a deep‑out‑of‑the‑money put...
🎯 Take Profit Alert: BROS Cash Secured Put 73% Captured
An options trader closed a June 5 $49 cash‑secured put on BROS after capturing roughly $115.50, which represents about 73% of the $158 premium collected. With 15 days left until expiration, the stock remained above the strike, allowing the trader to...
Q1 2026 USD Swaption Volumes – up 14 Percent YoY
U.S. dollar swaption activity surged in the first quarter of 2026, with SDR‑reported notional volumes climbing 14.1% year‑over‑year to $4.18 trillion. The number of swaption packages rose 7.2% YoY to 21,350, a 37% jump from the previous quarter, while average package...
Volatility Derivatives and VIX Market Dynamics
The article reviews recent research on VIX market dynamics, highlighting how the lead‑lag relationship between the VIX index and VIX futures has shifted from early dominance by the spot index to a more balanced, sometimes futures‑leading, pattern after the introduction...
Why I’ve Relied on the Wheel Strategy for Decades
The Wheel options strategy blends income generation with equity ownership by selling cash‑secured puts and, if assigned, covered calls on the acquired shares. Premium collected from each leg creates a repeatable cash‑flow cycle that can be restarted indefinitely. Edward Corona...
🎯 Covered Call Trade Management Alert
The Options Oracle alerts traders that EOSE stock has recovered from its early‑year slump and is now stabilizing around $2.30 per share. Momentum is improving and an upcoming earnings call provides a favorable window to re‑engage the Wheel strategy. The...
Gamma Exposure and S&P500 Return Predictability
A recent study finds that changes in aggregate gamma exposure (GEX) in S&P 500 options predict next‑day equity returns. The derivative of GEX shows a statistically significant relationship with subsequent performance, robust both before and after 2020 though slightly weaker in...
The $7 Billion Bitcoin Yield Almost Nobody Is Collecting — Yet
The article highlights a framework‑driven strategy that can extract a 7% annual outperformance on the roughly $1 trillion of Bitcoin sitting idle in wallets, translating to a theoretical $70 billion opportunity. Even a modest 10% market capture would generate about $7 billion in...
🎯Take Profit Alert: HOOD and ASTS Cash Secured Puts
The Options Oracle trader closed two cash‑secured put positions, realizing strong returns on Robinhood (HOOD) and AST SpaceMobile (ASTS). The HOOD put generated about $200 profit, an 82.5% return on the $243 premium collected, with 18 days remaining. The ASTS...
Another Real Crisis Hiding Behind Record Highs
The post warns that a hidden crisis is unfolding in a market sector, echoing the subprime auto loan collapse that is occurring beneath today’s record‑high equity valuations. It argues that investors are distracted by speculative gamma‑squeeze trades that fuel a...
Consus Ag Consulting AM Market Brief
Futures opened the week on headline‑driven volatility as a rejected Middle East peace proposal redirected risk‑averse capital into energy, indirectly supporting agricultural contracts. Energy flow through the straits remains uncertain, keeping markets skeptical of any war‑related commentary. Meanwhile, the upcoming...
Strait of Hormuz Reopening Odds: Down Again
Kalshi’s prediction market shows the probability of normal traffic through the Strait of Hormuz swinging dramatically over the past week. Analysts link the volatility to Iran’s strategic leverage and the lingering uncertainty surrounding U.S. diplomatic moves. Brent crude hovers around...