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Tag: Negative Convexity

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A man analyzes cryptocurrency graphs on a touchscreen monitor in a modern office setting.
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State and Evolution of the SpaceX Stock Price (SPCX) as of June 13, 2026 – Complete Post-IPO Analysis with Updated Monte Carlo Simulation

Executive Summary SpaceX (SPCX) closed its first week of trading on June 13, 2026, at $158.40 (+17.3% since the IPO at $135), after a peak of $176.52 on day 1. Market capitalization: ~$2.18 trillion. Exceptional cumulative volume (>2.8 billion shares). The stock shows an implied annualized volatility of 68-82%, with strong retail participation…
06/16/20260Comments

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Low angle of modern rocket taking off into cloudless sky during beautiful sunset over space factory
Analyse de marchéAnalyse de marché

Retail Participation at Peak Valuations in IPOs: Negative Convexity, Herding Dynamics, and Predictive Power for Market Corrections – Empirical Evidence, Econometric Framework, and Implications for SpaceX IPO

Executive Summary High retail investor participation in IPOs at stretched valuations generates negative convexity in the broader equity market: initial positive gamma from FOMO-driven buying (short-term momentum) reverses into amplified downside convexity upon sentiment shift, due to herding, low information processing, and liquidity withdrawal. Historical data confirm that elevated retail flows in late-cycle IPO…
06/13/20260Comments

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