International Securities Exchange (ISE) Trading Volume
International Securities Exchange (ISE) Trading Volume
read more
Options Update: Bank of America (BAC) & KBW Regional Banking ETF (KRE)
Options Update of Bank of America (BAC) and KBW Regional Banking ETF (KRE)
Morning Futures Roundup
A roundup of pre-session activity in the futures market
Unusual Options Activity Review – MFC, ICE, UNH, AET, CIT, HOG, WLP, VRX, VIX, XLE
Unusual Options Activity Review for Wednesday, September 30th
Straddles And The Volatility Risk Premium
This article looks like a new attempt at establishing an old (but important) thesis, namely that there is a persistent volatility risk premium in options on equity index products (futures, ETFs, etc.). Most studies have attempted to define this premium in terms of option selling, and this is the first I can recall that looks at the negative returns from straddle purchases as additional evidence.
Top Ten Most Active Equity Options & Strikes – CIT, LEAP, C, BAC, PBR
Top Ten Most Active Equity Options & Strikes – CIT, LEAP, C, BAC, PBR
Options Update: IVX Volatillity Monitor, CBOE NASDAQ 100 Index (NDX) & Dell (DELL)
Options Update: IVX Volatillity Monitor, CBOE NASDAQ 100 Index (NDX) & Dell (DELL)
Options Update: Medicis (MRX) & Allergan (AGN)
Options Update for Medicis (MRX) and Allergan (AGN)
Options Update: Arch Coal (ACI) & Biogen Idec (BIIB)
Options Update for Arch Coal (ACI) and Biogen Idec (BIIB)
Morning Futures Roundup
A roundup of pre-session activity in the futures market
Options Update: Wal-Mart (WMT) & CIT Group (CIT)
Options Update for Wal-Mart (WMT) and CIT Group (CIT)
Options Update: Intel (INTC) & Occidental Petroleum (OXY)
Options Update for Intel (INTC) and Occidental Petroleum (OXY)