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Market Gets Past Venezuela and Rallies – Options Are Cheap

Market Gets Past Venezuela and Rallies – Options Are Cheap

by Scott Nations | Jan 10, 2026 | Volatility Insights

Your Week’s Volatility Market Commentary — Make Information Your Edge Market Gets Past Venezuela and Rallies – Options Are Cheap The Weekly Takeaway: The S&P 500 gained 1.57% this week. It made a new all-time high of 6978.36 on Friday; The Nasdaq-100 gained...
What Does Saturday’s Action in Venezuela Mean For Our Markets?

What Does Saturday’s Action in Venezuela Mean For Our Markets?

by Scott Nations | Jan 3, 2026 | Volatility Insights

Your Week’s Volatility Market Commentary — Make Information Your Edge What Does Saturday’s Action in Venezuela Mean For Our Markets? The Weekly Takeaway: The United States captured Venezuelan President Nicolas Maduro on Saturday and is returning him to the...
“Never Sell a Quiet Market.”  But What Comes Next?

“Never Sell a Quiet Market.” But What Comes Next?

by Scott Nations | Dec 27, 2025 | Volatility Insights

Your Week’s Volatility Market Commentary — Make Information Your Edge “Never Sell a Quiet Market.” But What Comes Next? This Week’s Edition Is Abbreviated Due To the Holiday. The Weekly Takeaway: The S&P 500 gained 1.40% during the...
Market Passed Inflation and Jobs Tests – What Options Say Is Next

Market Passed Inflation and Jobs Tests – What Options Say Is Next

by Scott Nations | Dec 20, 2025 | Volatility Insights

Your Week’s Volatility Market Commentary — Make Information Your Edge Market Passed Inflation and Jobs Tests – What Options Say Is Next The Weekly Takeaway: The S&P 500 gained 0.10% this week. It is now up 16.20% for the year; The Nasdaq-100 gained 0.59%...
The Fed Played Santa – But It Didn’t Help

The Fed Played Santa – But It Didn’t Help

by Scott Nations | Dec 14, 2025 | Volatility Insights

Your Week’s Volatility Market Commentary — Make Information Your Edge The Fed Played Santa – But It Didn’t Help The Weekly Takeaway: The S&P 500 lost 0.63% this week. It is now up 16.08% for the year; The Nasdaq-100 lost 1.93% this week. The index is...
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Translate Index Values To Implied Moves

To convert a 30-day index value to a projected move:

  • Daily: Divide by 16
  • Weekly: Divide by 7.2
  • Monthly: Divide by 3.5

Example: VolDex at 22. Divide 22/16 = 1.375. This forecasts the expected daily move of the underlying instrument to be 1.375% based upon the VolDex value.

EQ Derivatives
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Charles Schwab
Wall St Journal

The information provided is for general education and information purposes only. No statement provided should be construed as a recommendation to buy or sell a security, future, financial instrument, investment fund, or other investment product (collectively, a “financial product”), or to provide investment advice. In particular, the inclusion of a security or other instrument within an index is not a recommendation to buy, sell, or hold that security or any other instrument, nor should it be considered investment advice. Past performance of an index or financial product is not indicative of future results. The views expressed herein are those of the author and do not necessarily reflect the views of Nations Indexes, Inc. or SpiderRock Gateway Technologies, LLC or any of their affiliates. There are important risks associated with transacting in any of the option products discussed here. Before engaging in any transactions in those products it is important for market participants to carefully review the disclosures and disclaimers contained at: https://www.theocc.com/company-information/documents-and-archives/options-disclosure-document These products are complex and are suitable only for sophisticated market participants. These products involve the risk of loss, which can be substantial and, depending on the type of product, can exceed the amount of money deposited in establishing the position. Market participants should put at risk only funds that they can afford to lose without affecting their lifestyle. VolDex, TailDex, CallDex, PutDex, RiskDex, SpikeDex, and Deconstruct Skew, are registered trademarks of Nations Indexes, Inc. VIX is a registered trademark of Cboe

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