A new closing high for the S&P 500 index yesterday. While overall options volumes were light, there was aggressive buying in one line in SPY options. 1. SPY – The Dec20th 215 calls traded over 350k …
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I first discussed the long-term bull case for solar power on RiskReversal in this CotD post in the spring of 2013, with the following conclusion (the whole post is worth a read): Sounds to me …
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The question on traders minds as we look forward to the last 2 months of the year is whether we get a year-end Santa Claus rally to cap off a back and forth 2014. Considering …
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Options activity was bullishly skewed for the first time in several weeks. The CBOE composite put/call ratio closed at 0.87, its lowest level since late September. SPY calls traded nearly as actively as puts, a …
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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%, …
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This week’s outperformance of IWM over SPY has been notable considering that small cap relative weakness had been a theme of this market for the past 6 months. In fact, IWM is up about 3% …
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The CBOE composite put/call ratio closed at a 5 year high in the scramble for put protection: The S&P 500, Nasdaq composite, and DJIA all closed below their 200 day moving averages yesterday. 1. SPY …
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SPY options volumes were very active on Friday as implied volatility spiked in the last few hours of the session. 30 day implied volatility in SPY is now right at the 2 year high from …
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Options volumes were dominated by ETFs once again. After yesterday’s 2% decline, 10 day realized volatility in the S&P 500 index is now at 21, very close to a 2 year high: 1. SPY …
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Largest volume day in the SPY since August 1st. Options volumes picked up across the board as well, as 10 day realized volatility in the S&P 500 index closed the day near 18, not far …
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