Nations Indexes - Better Ideas. Better Indexes.®

@Nations_Indexes

Nations Indexes is the world's leading independent developer of option strategy and volatility indexes. Nothing we post is a trading recommendation.

Chicago, Illinois
Joined August 2019

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  1. Pinned Tweet

    The Nations Options Window complete history for SPY.

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  2. Join Dave Lerman, Director of Education at CME Group and Dan Carrigan, Associate Vice President of Nasdaq as they explain VOLQ futures.

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  3. Just 3 days to VOLQ futures!

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  4. Election day is 32 days away. There is a full 4-point jump from 30-day vol, which doesn't catch the election, and 60-day vol which catches it and then some.

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  5. Factory Orders data for August is due in 5 minutes. The market expects an increase of 1.3%.

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  6. Consumer Sentiment data for September is due in 10 minutes. The market expects an index reading of 79.0.

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  8. Jobs data for September due in 15 minutes. The market expects: Nonfarm payrolls: +900k Unemployment rate: 8.2% Private payrolls: +900k Manufacturing payrolls: +33k Participation rate: 61.8% Avg. hourly earnings: +0.2% Avg. workweek: 34.6 hours

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  9. What do you think of our new logo?

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  10. SPY term structure and the election.

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  11. We'll get jobs data for September before the equity open tomorrow.

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  12. One of these things is not like the others....

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  13. Four days to VOLQ!

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  14. The U.S. Treasury's announcement about its next round of bill, note, and bond sales is expected in 5 minutes.

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  15. The S&P is slightly higher but 7-day and 30-day implied vol are higher across the skew. You have to go out at least 90 days to find lower implied vol.

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  16. ISM Manufacturing index for September is due in 5 minutes. The market expects an index reading of 56.0.

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  17. Construction Spending data or August is due in 7 minutes. The market expects a monthly increase of 0.8%.

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  18. PMI Manufacturing Index for September is due in 10 minutes. The market expects an index reading of 53.5.

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  19. Jobless Claims data due in 5 minutes. The market expects 853k new claims.

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  20. Personal Income and Spending data for August is due in 10 minutes. The market expects: Personal income: -2.5% Personal Consumption: +0.8% PCE price index: +0.3% Core PCE price index: +0.3%

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  21. Just 5 days to VOLQ. See answers to frequently asked questions about VOLQ right here!

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