Another new all-time high for the indices, and single stock options were heavily skewed towards calls, though ETFs saw some put activity. 1. XLE – Energy remains the main lagging sector in 2014, still down 3% …
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Nassim Taleb has been making headlines lately in his relentless attack on Genetically Modified Organisms and the corresponding lobbyists and industry promoters. Mark Buchanan summed up the research in a recent Bloomberg article: Like many …
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Event: TGT reports its fiscal Q3 earnings tomorrow morning before the open. The options market is implying about a 3.5% one day move, which is slightly above the 4 quarter average of 3.25% and the 8 …
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Another low volume, tight range trading session. 10 day realized volatility in the S&P 500 index hit 2.5, its lowest level of the past decade. 1. MSFT – Most of the call volume in MSFT was …
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Event: HD reports its fiscal Q3 earnings tomorrow morning before the open. The options market is implying about a 3.25% one day move, which is in line with both the 4 and 8 quarter average of …
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The FOMC Minutes will be released on Wednesday afternoon. Aside from that release, it is a relatively quiet week on the macro front in the U.S., with PPI data on Tuesday and CPI data on …
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Options volumes were very light on Friday. In fact, it was one of the lightest days of 2014 for options, a reflection of the very low level of realized volatility (10 day realized volatility in …
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I bought a call position in NLY on Oct. 1st with a twofold thesis: 1) NLY was trading near its all-time low Price / Book ratio, indicating a good fundamental value, particularly since long-term rates …
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EBAY has moved right back to the middle of its 2 year range after a brief dip in mid-October after a disappointing earnings report. EBAY has been headline heavy over the past year, but the …
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No major theme in options volumes yesterday. Earnings season is nearly over, which has led to lower single stock options volumes in the past week. 1. CMCSA – Comcast shares have bounced back rapidly in the …
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