Implied volatility is getting sold in all asset classes now. Last week, FX vol had ticked up a bit, but that has moved back lower in the last week and joined its equity brethren in …
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In my inaugural Vol Around the World post last week, I wrote that, aside from USD / JPY, all other assets on the list basically had implied volatility near 1 year lows. Implied volatility has …
Continue readingTLT made a new all-time high intraday today. The upward march of Treasury bonds over the last year has been a sight to behold. As I have said before, I view the FX and Treasury …
Continue readingTrade Update Feb 28th, 2012 10:00am With the front month straddle at parity this trade structure is essentially a short delta position at this point. I’m going to take off the trade for a small …
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PCLN ($595 ) Bio Here New Trade Below -Report Q4 after the bell, the options market is implying about a 8%* move which is basically inline with the 4 qtr average move of …
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Event: GOOG ($636) Reports its Q4 results after the close tonight. -Options market is implying about a 5.5%-6% move for earnings vs its last 4 qtr average of about 8% and the 8 qtr average …
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NYT BRUSSELS — Europe’s economic outlook received a fresh dose of gloom Thursday, when the European Commission warned that the Continent’s economies were stalled and faced the risk of a double-dip recession. The commission’s latest …
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WaPo House and Senate leaders were preparing separate backup plans Sunday to raise the federal debt limit after another day of intense negotiations failed to break a partisan impasse that threatens to throw the government …
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