Tradingriot Analytics

Alphabet (GOOGL) momentum crossed into a bearish extreme at -71 on October 29, with the stock down 3.1 sigma on the week.

Crypto liquidations totaled $563m on October 29, almost all longs at $558m against $5m of shorts, with bitcoin down 1.0 sigma on the week.

Natural gas carries the richest implied vol on the macro volatility board at the 92nd percentile of its year, 69.9% against 44.0% realized, the board's widest gap. It rose 8.7% on the week, silver fell 6.3%, and copper implied sits at the 2nd percentile. As of October 28.

Commercials are net short 63.6K Nasdaq 100 (NQ) futures as of the CFTC report dated October 20, against a 27.2K average short, while large speculators sit net long 50.7K.

S&P 500 breadth sits at the 0th percentile of its own history and credit tightness at the 6th, while VIX holds mid-range at the 47th. Data as of October 28.

The gold (GC) futures curve is in contango at +5.1% a year, the 93rd percentile of its trailing year as of October 27, with the front contract at $4,074.60.

22 of the 30 most-traded single stocks price their 30-day implied vol over their 90-day as of October 27. Amazon's runs 20% above, Palantir's 18%, CoreWeave's 16%.

Communication Services sector ETF (XLC) momentum crossed into bearish extreme territory at -72 on October 27. The fund is down 2.2 sigma on the week.

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Natural gas implied vol runs 72% at 30 days and 77% at 90 days, near the top of its two-year range, and 48% at 180 days, as of October 26. The front future is down 1.4 sigma on the week.

Consumer staples ETF XLP holds 930,000 puts in open interest against 166,000 calls, a 5.6-to-1 book as of October 27. The two largest strikes, 193,000 puts at 85 and 131,000 at 80, both sit below spot at 88.04.

Apple reports November 2 and options price a 3.63% move against a 2.28% average over its last 12 quarters. The move stayed inside the expected range in 10 of them.

Silver commercials are net short 37.2K contracts, against a two-year average of 58.9K short. Gold is down 1.3 sigma on the week.

Across 45 futures markets, 14 moved past a one-month sigma against what their options priced and one past two sigma, with five of 45 on the day.

Swiss franc large speculators cut their net short to 18,150 contracts in the Oct 20 CFTC report, the smallest in 52 weeks. Commercials, the other side, sit net long 34,017, the 16th percentile of their 52-week range.

NEAR logged $15.4m of net long liquidations on Oct 24, the 99th percentile of its own history. Across crypto, $335m was liquidated the same day, almost all longs, the 92nd percentile of the last 120 days.

Ten of the eleven sector ETFs price their 30-day implied vol over their 90-day. Energy (XLE) is steepest at 109% of its 90-day, staples (XLP) 108% and tech (XLK) 107%. Data as of Oct 23.

PG&E (PCG) 25-delta skew closed at +5.43 vol points on October 23, calls bid at the 97th percentile of its year. The stock priced puts over calls for most of the past two years.

Commercials are net long 114,900 Australian dollar futures as of the October 20 CFTC report, the top of their 52-week range, while large speculators sit net short 127,300.

16 of 22 commodity futures price calls over puts as of October 23, led by natural gas at +10.5, heating oil +8.1 and crude +7.1 vol points of 25-delta skew. Gold is down 1.3 sigma on the week.