We suspect underinvestment was the order of the day at yearend waiting the outcome of fiscal cliff wrangling in Washington DC. Accordingly, here are two new long ideas.
Volatility Trading Digest – Strategy Ideas
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Volatility Trading Digest – The Market Tide Turns
Understandably the markets often give conflicting signals, some bullish, some bearish, but that was not the case for shortened last week as the markets discounted improving economic conditions and a somewhat less uncertain fiscal environment in Washington DC.
Natural Gas Down More Than 20%
In the last 6 weeks natural gas prices are down nearly $1 in the futures which would not be a big deal if we were talking about Crude oil but this actually represents greater than a 20% reduction in prices.
Short Term Skew in HLF
Now that the short term ?big market? news is put away for a few weeks at least we can move to more mundane things like stocks and stories.
1/4/13 Pre-Market Movers
A quick look at the names active in the pre-market for Friday, January 4
1/2/13 Pre-Market Movers
A look at the names with some pre-market movement for Wednesday, January 2
12/28/12 Pre-Market Movers
Who was moving the pre-market on Friday, December 28?
SPX HV vs VIX Is Absurd
I said on Fox Business News yesterday that I thought we were setting up for a big one-day move.
12/27 Pre-Market Movers
Names that were active in the pre-market for Thursday, December 27
VXV Is Way Ahead of You
Here?s a chart I sent out to clients last week as part of our weekly update. It tracks the ratio of three-month SPX implied volatility as measured by VXV to the trailing 3m historical volatility.
12/26/12 Pre-Market Movers
A look at the names with interesting pre-market activity for Wednesday, December 26
Option Block 208: Options Fuel the Exchange War
Exchange wars heat up, and options are caught in the middle.