S&P 500 Stocks Net Call Volume The surge in call option activity for mega-cap growth, tech, and defensive stocks indicates ongoing bullish sentiment, while also hinting at possible market shifts ahead. Image: Deutsche Bank Asset Allocation
U.S. Equity Index Option Volume As Trump prepares for his second term, the combination of his policy direction and the prevailing market conditions is poised to boost the options market, particularly among retail investors. Image: Bloomberg
S&P 500 Options: % of S&P 500 Listed Volume Expiring within 24 Hours Driven by the desire for quick profits, trading activity for short-term S&P 500 options with under 24 hours to maturity has surged to unprecedented levels. Image: Goldman Sachs Global Investment Research
S&P 500 and S&P 500 Cumulative Net Up Volume Recent upside breakouts in S&P 500 cumulative net up volume, along with other bullish indicators, suggest that the S&P 500 may continue to reach new highs, indicating a robust market environment. Image: BofA Global Research
S&P 500 and NYSE Daily Advancing Volume 10x More than Daily Declining Volume When the daily advancing volume on the NYSE is ten times greater than the daily declining volume, it typically leads to higher S&P 500 prices over the next 12 months, with an average gain of 12.8% since 1979. Image: Carson Investment Research
S&P 500 and Leveraged Long vs. Short ETF Volumes The degree of activity in leveraged long vs. short U.S. equity ETFs has experienced a substantial decline as sentiment shifts. Image: Topdown Charts
Notional Volume Traded in Listed U.S. Equity Options Will single stock option volumes continue to decline? Image: Goldman Sachs Global Investment Research
Single Stock Option Volumes Call option volumes have fallen sharply from the high levels of the pandemic euphoria. Image: Deutsche Bank Asset Allocation
S&P 500 – 5-Day MA of Advancing NYSE Stocks and 5-Day MA of Advancing Volume in NYSE Stocks Can U.S. equity investors expect a relief rally? Image: BofA Global Research
High Yield Bonds – 12-Month Cumulative Volume of Rising Stars Minus Fallen Angels BofA forecasts a total return of 4-5% for U.S. high-yield bonds in 2022. Image: BofA Global Research
U.S. Equity – Calls in Single Stocks (Volume) and Call/Put Ratio Single stock call options volume has surged recently. Will this end well? Image: Goldman Sachs Global Investment Research