MorningWord 6/21/13: Last night on CNBC’s Fast Money program we had spirited debate as to whether or not the last week or two (but specifically the last 2 trading day’s) price action could cause the “buy the …
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Options volumes were dominated by hedging activity. The CBOE put/call ratio rose to a 1 year high. Here is the 2 year chart: Single stock option volumes were relatively quiet compared to ETFs. SPY – Very …
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Interesting move in VIX spot and VIX futures over the last few hours. The VIX had remained elevated this week despite the SPX index advance because of the Fed event today, but we saw VIX …
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Yesterday, we received a great question in our “Submit Your Question” section of the site: Today market up more than a percent but VIX is also trading days High..shaking off initial loss? Something has to …
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Summer Swoons For whatever reason, most notably seasonality in economic data (something we’ve written about alot here at Risk Reversal) coming out of the financial crisis, the summer months have become one of the …
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VIX Futures are slightly higher vs. last Friday, after vol quickly compressed on the market rally. But compared to last Wednesday, our last VIX Futures post, the VIX is actually a bit lower. This week …
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The last few months have seen a major breakdown in the correlation between asset classes and geographies to an extent we haven’t seen in the past 4 years. It’s not just the reduced correlation between …
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VIX Futures are all up between 0.50 and 1 point over the past week as volatility picks up and we have cleanly broken a couple short-term support levels. Here is last week’s snapshot: VIX Futures …
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MorningWord 5/31/13: Lots of market peeps look to all sorts of things to help inform their market call, often times recalling years past or seasonal patterns. The simpleton that I am, I look to none …
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While it’s been quite a rocky ride in the past week, the SPX index is actually only down about 10 handles from last Wednesday’s close to today. VIX spot is about a point higher than …
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