July 7, 2014 by Dan • Commentary

Who would have thunk it – a 40 basis point sell off in the S&P 500 causes a 10% rally in the VIX.  While the price action today in the broad market seems fairly orderly, …

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January 17, 2014 by Enis • Commentary

Event:  DAL reports its Q4 earnings on Tuesday before the open.  The options market is implying about a 5% one day move, which is above both the 4 qtr avg of about 4.5% and the …

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September 25, 2013 by Enis • Commentary

Facebook and Blackberry dominated options volumes. FB – More than twice the normal options volumes, with 680k calls and 300k puts trading on the day.  The Oct18th 50 calls traded over 30k, with implied vol on …

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