Stocks are off to a muted start this year as the record highs and so-so earnings reports are at loggerheads.
Is the Retail Sector for Sale?
read more
Neutral Is the New Bearish
I?ve updated the chart we showed last month (?The Rally No One Saw Coming?) with the trading range for the S&P 500 for 2014.
Volatility Trading Digest – Forecast Record Review
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
Four Soft Commodities – The Forgotten Sector
I track and follow approximately 50 different commodities and I must say that the softs sector where I do a fair bit of trading for clients is ignored too much in my opinion.
Found the Vol
A few days a go we asked ‘where is the vol?’ Upon further study, we found it.
Crude Oil Holding Support
Since putting in an interim top on 12/27 just below $101/barrel WTI futures have retraced losing almost $10/barrel.
Option Block 306: Crazy Biotech Action
Something was in the air for biotech volatility & trading yesterday.
Where Is the Vol?
The SPX tanked yesterday. This was big news everywhere…or was it?
Volatility Trading Digest – Volatility Kings 4Q Update
Volatility Kings? is our list of companies having a tendency to experience increasing option implied volatility as their quarterly reporting dates approach. Increasing implied volatility reflects uncertainty or the width of the possible stock price distribution on the report date.
Option Block: Apple Kills Weekly Volatility
AAPL announces later earnings date. Chaos in weeklys ensues.
Option Market Predicting a Yawn for Non-Farms
Last week we wrote how we expected the ATM straddle to go out somewhere near 18 dollars into non-farm payrolls. Boy were we off.
VIX IV Continues to Be Silly Cheap
Since the end of the congressional stand off, the VVIX (the vol of VIX) has done one thing: plummet.