VIX calls Loading... : Investor Sentiment and Bull/Bear Views
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Price change since each call, adjusted for long/short direction. Results calculated:
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Sep 16
Sep 16
Equity vol underpriced; buy tail hedges.
Equity volatility is attractively cheap because realized correlation among S&P 500 stocks is at never-before-seen lows (around 5-15%), which suppresses realized index volatility and therefore implied volatility. The AI/hyperscaler complex is currently uncorrelated but could see a correlation event on the downside, and since the top seven or eight stocks are over 35% of the S&P, that would hit the index. With broad macro, fiscal, and geopolitical uncertainty, Dean favors owning S&P volatility, VIX, VIX calls, and VIX call spreads, preferably putting the hedge on systematically rather than waiting to fire premium at one moment.
HIGH
About VIX calls Investor Commentary
Across the available history and selected sources, Buzzberg tracks VIX calls across 1 sources: 1 bullish vs 0 bearish calls from 1 authors. Historical directional balance: 100% = 100 × (bullish − bearish) / all deduplicated idea records, including other directions. This is neither a probability of a price rise nor the share of bullish authors. 1 total trade idea tracked. Past 7 days, before deduplication: 1 bullish. Latest voices: Dean Curnutt.