SPY options dominated volumes yesterday. The top 6 lines were all SPY puts, as investors reached for protection after the second 1%+ down day in the index in the past week. 1. SPY – The index …
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Macro ETFs comprised the vast majority of options volume on Thursday, as yesterday’s decline was only the 5th drop of over 1.5% in the S&P 500 index in 2014. 1. VIX – VIX spot closed above …
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The CBOE composite put/call ratio closed at 1.30, its highest level since October 2013, and the large skew towards puts was entirely due to one large trade in SPY, in an otherwise quiet day. 1. …
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After a brief decline last week, Treasury notes and bonds have rallied the past 3 days and are back near 1 year highs. Traders have commented that even new all-time highs in the S&P 500 …
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Realized volatility in the S&P 500 index continues to pick up, with 10 day realized volatility only 4 points away from the 1 year high: SPY options were active again, while the rest of the …
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Options volumes very light among single stocks, with traders increasingly focused on protection, evidenced by the elevated CBOE composite put/call ratio for the third straight session (closed at 1.19 yesterday). 1. SPY – While volumes in …
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Options volumes were dominated by the macro ETFs as the VIX touched 17 for the first time since mid-April. CBOE composite put/call ratio closed near 1, relatively tame compared to the large move in the …
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Even though the S&P 500 is still only 1.5% from all-time highs, the deteriorating breadth has continued over the past few weeks. Bespoke Investment pointed out the recent weakness in the industrials sector, mostly a result …
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The S&P 500 index had its first 1% move in either direction in 3 months. VIX spot had its largest one day percentage increase since April 2013. Not surprisingly, options volumes were dominated by macro …
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About a month ago, we wrote a post about how volatility metrics throughout global financial markets were all near all-time lows: Even NPR’s Morning Edition is highlighting the VIX. As CC pointed out to us this …
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