Dan mentioned recently in a blog that VIX (CBOE Implied Volatility Index) was hovering around a six year low.
Historical and Implied Volatility
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4/5/13 Pre-Market Movers
A quick look at the names most active in the pre-market for Friday, April 5
Morning Futures Roundup
Aggressive Stimulus Measures by BOJ Send Yen Tumbling
CFE to Expand VIX Futures Trading Hours
CFE will expand trading hours for VIX futures.
More Puts Trade in AMLP
Alerian MLP ETF (AMLP) is trading down .03 to 17.45 today. AMLP is trading near a 52-week high.
Out Month Put Buy in BAC
Bank of America Corporation (BAC) is trading up .13 to 11.94. The shares are trading closer to the 52-week high.
Puts Trade AVGO
Shares of Avicena Group Inc. (AVGO) are trading down .04 to 34.27. AVGO is trading $3 off of a 52-week high.
Big Calls Trade in VXX
Shares of the iPath S&P 500 VIX Short Term Futures ETN (VXX) were up .14 to 20.53 this morning. VXX is trading near the bottom of the 52-week range.
IB Options Brief: Estee Lauder Cos., Inc. (EL), RF Micro Devices, Inc. (RFMD) & Avago Technologies Ltd (AVGO)
Estee Lauder options rosy on stock?s performance near term
Bull & Bear Movers
Stock market averages opened mixed and are strengthening a bit into midday. Trading was cautious early after the Labor Department reported that jobless claims rose 28,000 to 385,000 last week.
Thursday Futures Roundup: Allure of Safe Haven Assets Fade
Gold has fallen out of favor with many investors, who no longer see the metal as a safe haven asset. The Fed has created an environment where risky assets are at a premium to safe haven bets, which have had lagging returns.
CFTC Chilton Suggests Derviatives Markets Bill of Rights
CFTC Commissioner Bart Chilton suggests a “Bill of Rights” for end users of derivatives.