TechFlow news, according to Greeks.live analyst Adam, the end of June is approaching quarterly expiration, and there has been a noticeable increase in forward option trading volume this week, primarily executed through large block call option combinations.
From the options data perspective, although realized volatility (RV) has been highly volatile, implied volatility (IV) has remained relatively stable over the past two weeks, showing small absolute values and minimal changes. Based on historical patterns, major market moves are unlikely before quarterly expirations.
The second quarter of this year has shown relatively weak performance, consistent with historical trends. The third quarter typically continues to struggle, while the end of Q3 is generally when market recovery begins.
