Volumes remained low on Friday, especially in the options market. Overall market volumes were their lowest since early September. 1. BABA – BABA was green every day last week, rallying more than 15% in total on …
Continue readingPBR
While the market was very volatile intraday, a market observer looking at only the daily closes for the S&P 500 index would not have thought it an unusual week: Monday -1.6%, Tuesday +0.2%, Wednesday -0.7%, …
Continue reading
Options volumes were much lighter on Monday after last week’s hectic trading. Both the SPX and the Nasdaq turned lower near their 50 day moving averages. 1. FB – Facebook closed the WhatsApp deal yesterday, which …
Continue reading
Macro ETFs dominated options volumes as intraday volatility has heated up in the past week. Outside of ETFs, commodity-related names were the most active. 1. IWM – IWM reversed after touching its lowest level of 2014. …
Continue reading
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 …
Continue reading
Petrobras has been one of the most active names in the options market in the past two weeks, consistently showing up in our notable activity post in that period. In this morning’s post, I noted …
Continue reading
Volumes picked up a bit following the Labor Day holiday, though not by much. The technology sector had the most activity in the options market. 1. EBAY – Buyer of 22k of the Sept20th 53 puts …
Continue reading
SPY options were by far the most active, as traders continue to focus on the macro picture rather than deal in single stock options. 1. SPY – Calls were nearly as active as puts (vs. the …
Continue reading
The energy sector was the most active for the second straight day, as XLE bounced back after its heavy selling on Tuesday. Outside of energy, options volumes were lighter than the average over the past …
Continue reading
ETFs much more active than single stocks once again. EEM was particularly active, as the emerging market ETF closed at its highest level since mid-November. 1. EEM – Calls traded more than 3x the average volume, …
Continue reading