Stochastic Volatility Trader - Quant Insights

Stochastic Volatility Trader - Quant Insights

Market analysis

Intraday post (19/Feb)

Feb 19, 2026
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Weekly post:

Market analysis

OpEx, VIXpery and PCE week | Weekly post (17-20/Feb)

Alma
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Feb 17
OpEx, VIXpery and PCE week | Weekly post (17-20/Feb)

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Long single-name vol and short index vol.
As weekly post predicted, Tuesday was wide rangebounding and Wednesday gave us a melt-up.

For today, watch 6872.77 for SPX closely. Spot will be under structural and mechanical suppression below.

Let’s look at the daily positioning…

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