Here?s an interesting new paper from S&P Dow Jones Indices about dispersion and why it is a more valuable estimate than correlation.
Dispersion and Stock-pickers’ Markets
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Morning Futures Roundup
Throwing The Baby Out With The Bath Water
CFE 2013 Trading Volume, VIX Futures Hit All-Time Highs
CBOE Futures Exchange annual trading volume and VIX futures reached all-time highs in 2013.
Most Active Equity Options & Strikes – BAC, ORCL, PLUG, MSFT
Most Active Equity Options & Strikes For Thursday, January 2, 2014
Options Insider Radio: Ed Boyle from BOX Exchange
Ed Boyle from @BOXoptions is the latest guest on Options Insider Radio.
OCC: 2013 Cleared Contract Volume Hits 4.2 billion, Record Year for Futures, Stock Loan Activity
For 2013, OCC reported cleared contract volume hit 4,170,855,768 contracts while futures and stock loan activity saw a record year.
OIC: December Options Volume Up 2.46 percent, Annual Volume Rises 2.68 percent
OIC has reported that December equity options volume rose 2.46 percent while 2013 volume increased 2.68 percent.
Puts Trade in RMD
Shares of ResMed Inc. (RMD) are trading down .39 to 46.68. RMD is near the bottom of the 52-week range.
Puts Trade in CHS
Today paper traded 854 CHS Jan 19 puts at .10. The ADV is 984 contracts. The OI is 5,276 contracts.
Calls Trade in YHOO
Today paper traded 15,610 YHOO Jan 41 calls for 15610. The ADV is 87,000 contracts. The OI is 31,713 contracts.
Puts Trade in SPY
Today paper traded 29,000 SPY Jan 184 puts for 1.95. The ADV is 2.4 million contracts. The OI is 64,000 contracts.
2013 Ends on a Record-Breaking Note
This year ended on a record-breaking note for the S&P 500 and the Dow.