Yesterday was the lowest number I can remember going into an NFP report in the last year.
No Decay
AAPL pulled every trick in the book with good earnings, a stock split, and a buy back.
Quien Es Mas Macho? NFLX or EEM
So the Friday rout in volatility did not materialize.
Are VIX Futures Signaling a Vol Smack?
A topic that is consuming the Pro Chat group at Option Pit has been the relative stickiness of the VXX lately.
Turnabout in BWP?
The market was deciding what to do yesterday after making the big volatility crushing run to SPX 1885.52 on Tuesday.
Someone Called the Top in the Growth Stocks
Following up on Friday?s action, we did get a little pull back in the index skew yesterday.
That’s not Sputnik, It’s the VIX
On Friday, the VIX and skew both kept winding their way higher.
Putin Blinks, for Now
What a difference a day makes?
The World Is Shocked–Shocked–that the Fed Is Staying the Course
After again flirting with all-time highs, intraday stocks took about a .6% dump yesterday afternoon following the Fed Board minutes release.
Who Let the Vol Out?
More testimony leads to another flat day for the market. After the rally of the last 3 days a rest was needed
Vol Sinks, Could Go Lower
There is little doubt that stocks are a different beast at the start of 2014.
The VXX Is In the Same Place as It Was in October
The ISM report was not great yesterday. On the bright side, bad news is bad news again.