Just when the market thought it was safe to come out of the woodshed the uncertainty of Greece beats all the volatility players right back in.
SNAFU
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It Feels Like Deja Vu All Over Again
The VIX over the last 3 sessions has had some substantial intraday volatility that the rest of the equity market activity is masking
SPX and VIX Will 'Tell' Next Move
Today I noticed that the VIX was creeping up, and the market was creeping up last week at the same time.
AAPL Option Implied Volatility Snaps Back
Last week we wrote a post on how AAPL implied volatility was in the toilet. At that point in time AAPL was at its lowest level since the early 2000's. Well, AAPL did one better late last week as the IV fell to the lowest level I have on record.
The Birth of the Funky Fly
Looking at markets all day long really keeps the mind moving.
Between SPX Volatility and VIX, Something Has To Give
Traders, something HAS to give in this marketplace.
Can the VXX Hold 26?
Getting to a number in stocks and indexes is important: AAPL at $500 (oh sorry, not yet there, but are there doubts?), the Dow when it first crossed 10,000 (the second and third time not as fun), and the VIX below $20.
Will AAPL Declare a Dividend?
After the giant earnings release in AAPL last week I thought it fitting to ponder if AAPL will payout some of that largesse they have squirreled away.
Option Pit's Research on AAPL as Seen on Mad Money
Here is the research that was used on Mad Money along with a slightly more indepth description.
SPX IV a Touch Troubling
I have been saying for some time that I thought we were going to touch 1300. Now that we have, where are we going from here?
VIX Futures Not Exactly a Harbinger of Bad Things
As I was looking at the VIX trading relative to the SPX, I was struck by a few things
Will Q1 2012 Be Boring?
I know it might sound funny, but it is possible that the first quarter of 2012 could be a really boring quarter.