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Ryan-C
Dec 13, 2019 5:32 PM

Volatility down trend coming to an end? Long

VOLATILITY S&P 500TVC

Description

The bar is set pretty low for a volatility breakout. A move over 16 breaks a trend first started in August. COT positioning is currently at a record high of net short positions, exceeding Feb 2018 when vol wiped out option sellers and hit 50 in a few days.
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