Earlier today in my MorningWord I highlighted the conundrum of the data dependent U.S. Federal Reserve, faced with U.S. economic data hitting their prior targets for employment and inflation and the possibility for renewed tightening, vs the …
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To say that market participants are nervous at the moment is a bit of an understatement. Most investors probably can’t even remember the last time the S&P 500 (SPX) was down 9% and the Nasdaq …
Continue readingConcern over the state of the high yield debt markets have been brought to the fore of late as the crash in commodity prices of the last year and half as caused some major stress in …
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Yesterday in this space I posted a chart of the S&P 500 (SPX) which, without being able to draw an intelligent conclusion, highlighted an occurrence in Wednesday’s trading that had not happened since mid August: Yesterday (Wednesday …
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Realized volatility remains elevated in the S&P 500 index, as it has moved more than 0.5% in either direction on 10 of the last 12 days. 1. YHOO – YHOO gapped higher after a strong earnings …
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Intraday volatility continued in the S&P 500 index, as the index had a range of nearly 50 points for the second straight day. However, the index closed near unchanged, and options volumes were more subdued, …
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The S&P 500 index had its first rally of over 1% on Friday since August 8th. Options volumes were concentrated in the tech sector, with calls more active than puts. 1. BABA – First week of …
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Last week was the first week since June 2013 that the S&P 500 index moved more than 0.5% in either direction on every single day. 5 day realized volatility (in orange below) is nearing 20, …
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Options volumes on Friday were dominated by expiration, as the vast majority of options traded were expiring after the close. The Nasdaq 100 index did make a new closing high, and single stock options were …
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All of the major indices made new intraday all-time highs in the U.S. (except the Nasdaq, which is still below its high from the year 2000), though the Russell 2000 and the DJIA closed below …
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