Shares of General Electric (GE), up nearly 20% on the year, have doubled the performance of the S&P 500 (SPX) off of its 2009 financial crisis lows. It’s important to place some context around that …
Continue readingRealized Volatility
On Wednesday we laid out a bearish trade idea in the IBB, the iShares Nasdaq Biotech etf (read here) largely as a result of a poor technical set up, poor relative performance to other market …
Continue readingVIX spot is back near the low of 2013, touching the 12 level on Friday. The low of 2013 was 11.05 back in March, and the VIX has bounced higher from around 12 on numerous …
Continue readingEvent: CSCO reports their fiscal Q3 earnings tonight after the close. The options market is implying a one-day move of ~6.5% vs the 4 quarter average move of ~7% and the 8 quarter average move of ~7.8%. …
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