Very light options volumes once again, even as stock volumes picked up in the afternoon after the Fed release. The CBOE composite put/call ratio closed just above 1 on the day. 1. BABA – Alibaba has …
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Realized volatility in the S&P 500 index continues to pick up, with 10 day realized volatility only 4 points away from the 1 year high: SPY options were active again, while the rest of the …
Continue readingIt was the largest down day for the S&P 500 index since May 20th, though down 0.35% on the day. VIX spot still closed below 12, though there was a large put trade in the …
Continue readingThe VIX closed at its lowest level since August, and below 12 for only the 3rd time in the past year. VIX calls were very active after about 40% of open interest expired on Wednesday …
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