Mixed bag of options trades today with no major theme. F – Large seller today of the Jan14 15 calls, trading 75k at 0.50, likely overwriting a long stock position. F has not traded above 15 since …
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Though the vol market globally has been on a roller coast in the past week, the implied vol levels for practically all major asset classes globally are very close to the same spot as they …
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CRM reports Q4 earnings tonight after the close, the options market is implying about an 8% move vs the 4 qtr avg move of about 7%, with all 4 of the prior quarters being up! …
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Event: DECK report their Q4 earnings tonight after the close. The options market is implying about a 15%* move vs the 4 qtr average of ~15.5% and the 8 qtr avg of ~11.5%. (*with the …
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In the past month, I’ve seen many variations of the following 2 charts, comparing the performance in the S&P 500 in 2013 to the start of 2012 and 2011. Here are the 2 charts, courtesy …
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MorningWord 2/28/13: Bill Ackman is probably one of those guys who thinks it’s good luck when he gets crapped on by a bird overhead. Ackman’s hedge fund Pershing Square is the single largest shareholder in …
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One of my favorite blogs on the web (and I follow dozens) is that of Cam Hui, an investment manager in Canada who writes at the HumbleStudentoftheMarkets blog. Cam has written another timely post this …
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AAPL was the most active single stock options name by a long shot, but social media names were active as well. AAPL – 6 of the top 10 lines today were in AAPL. Weekly 450 and …
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The VIX has been very active since last Wednesday morning (before the FOMC minutes were release), when I last wrote the snapshot. Back then, VIX spot was trading at 12.54, and the entire futures curve …
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Last year AAPL’s price action from Jan 1 to Sept 21 resembled a mania despite the first full year that the company was lead by new CEO Tim Cook. Cook set out quickly to establish …
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