Originally introduced late last year, Volatility Kings presents a list of companies having a tendency to experience increasing options implied volatility as their quarterly reporting dates approach.
Option Block 212: Sweep the Leg, Johnny
The proper uses for tin foil & a Karate Kid reference? This one’s not to be missed.
Waving of the Wheat
In the last 3 months prices of CBOT wheat futures are lower by 20% trading lower by $2/bushel. Prices have completed more than a 61.8% Fibonacci retracement but last week it appears an interim low was established.
Will Silver Dip Below $30?
As of this post silver is trading higher by 1.87% trading at its 200 day MA; identified by the light blue line.
The Ruthless Nature of a Post-Earnings Volatility Crush
The head of the US Patent Office opined around the end of the 19th century, ?Everything that can be invented has been invented.?
A Closer Look at February Crude
After a near $10 run higher in the last month February Crude oil futures have stalled just under $94/barrel.
VIX Term Structure is Tipping the Markets’ Hand
As I listen to traders belly ache about the ‘low VIX’ I ask them, why should the VIX be high?
Option Block 211: VIX Apocalypse Redux
Hyperbole? Perhaps, but it was still true. Biggest VIX decline ever.
The S&P Draws a Line in the Sand
After a 5% advance in the last few weeks it appears 1460 is the line in the sand in March futures. My expectation is that we have reached an interim top and prices of equities have started to roll over.
Reminder NEVER BUY VXX
Yet again I spoke to some unknowing trader that is worried about volatility rallying in the next few months. The trader suggested he buy VXX to hedge his portfolio.
Morning Futures Roundup
End of Pain in Sight for Gold?
Reviewing Weekly Coffee
In the last two years, coffee price have been cut in half but within the last few weeks it looks like we may have found a value zone. After trading down for nine consecutive weeks coffee has been able to show marginal gains closing higher four out of the last five weeks.









