Last week's look at the relationship between the Historical Volatility and Implied Volatility of the S&P 500 Index (SPX) led us to conclude the unusually low Historical Volatility would not likely last much longer.
Morning Futures Roundup
C$ > US$! How Long Will This Last?
Unusual Options Activity Review – EK, PFE, GD, AZN, FSYS, SYNA, CA, DG, .VIX, XHB
Unusual Options Activity Review For Friday, January 21, 2011
Top Ten Most Active Equity Options & Strikes – GE, C, AAPL, BAC
Ten Most Active Equity Options & Strikes – GE, C, AAPL, BAC
Midday Unusual Options Activity Update – .VIX, GENZ, MS, SLB, AMD, FFIV, XHB
Implied volatility movers and unusual volume movers for midday 1/21/2011
IB Options Brief: China-Biotics, Inc. (CHBT) & JPMorgan Chase & Co. (JPM)
Investor Appetite For China-Biotics Put Options Rises As Shares Nosedive – Featured Tickers: CHBT & JPM
IB Options Brief: Acorda Therapeutics, Inc. (ACOR) & Polycom, Inc. (PLCM)
IB Options Brief: Acorda Therapeutics, Inc. (ACOR) & Polycom, Inc. (PLCM)
Bullish Option Activity Alert: PBY
Pep Boys-Manny, Moe and Jack (PBY) shares see a mid-morning spike after Bloomberg reports that the company is considering a sale and is working with Bank of America Corp.
Diverging from the Norm
I decided to detail more of how I identify probable price action at supply and demand levels
Bullish Option Activity Alert: RF
Regions Financial Corp. (RF) is seeing early Bullish option activity today with an investor purchasing 10k Feb. 8 Calls with a majority trading at $.20.
Morning Futures Roundup
A Roundup Of Morning Activity In The Futures Market – Oil Prices Fall as China's Economy Heats Up?
Unusual Options Activity Review – EMC, WMB, NBG, NYT, YGE, JASO, SOL, RVBD, .SPX, .VIX
Unusual Options Activity Review For Thursday, January 20, 2011
