The VIX jumped to its highest level in a month. 30 day implied volatility in SPY jumped above 12 for the first time since early August: Puts were more active than calls as the CBOE …
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Options volume was quite light ahead of the weekend, with most of the single stock options volume focused on Jan15 upside calls in various names. 1. YHOO – YHOO bounced above $34 for the first time …
Continue readingI wrote a detailed Name That Trade post on the pros and cons of CBS in May. Since then, the story surrounding the stock has gotten much more interesting, but here was the conclusion from …
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 …
Continue readingCBS is a stock that illustrates the emotional roller coaster of the stock market, sometimes totally detached from the underlying businesses that the piece of paper represents. Here is the 20 year chart of CBS: …
Continue readingPut options in the main macro ETFs were quite active, swamping volumes of single name options. Stock volumes in the market were their highest in the past month, on the largest daily decline for the …
Continue readingThe U.S. dollar has spent the last month in very strong rally mode. It’s not just a rally vs. the Euro or the Yen. It’s not just a rally vs. developed market currencies. It’s a …
Continue readingI was primarily impressed today with the number of stocks hitting their 52-week lows in implied vol. 1. HAIN – one of the few stocks hitting 52-week IV30 highs on my Livevol scroll that’s not …
Continue readingBloomberg Payrolls in the U.S. climbed more than forecast in July, boosted by a pickup in employment at automakers even as the jobless rate unexpectedly rose to a five- month high. Payrolls increased 163,000 following …
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