Greeks.live: Market has priced in a 25 basis point Fed rate cut in September, with a more positive outlook for the fourth quarter.
BlockBeats News, September 11th. Macro researcher Adam from Greeks.live tweeted that "Despite the upcoming Fed interest rate decision next week, the implied volatility in the options market is relatively stable, even slightly decreasing. The options market has priced in future volatility at a low level, consensus is that a 25 basis point rate cut has already been priced in by the market."
Large transactions have recently seen a significant increase in volume, accounting for over half of the daily volume in the past two weeks. Looking at the transaction distribution, most of the trades are for within the current month, and the ratio of active buys to active sells is close, indicating a significant difference of opinion in the market for the latter half of this month, but with generally expected volatility.
Overall, the market still favors a positive outlook for the fourth quarter.
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