TYC – RiskReversal

Macro Wrap – Earnings Contribution by Sector

January 28, 2013 by Enis • Commentary

With financials earnings essentially over, the focus shifts to other sectors. Here is the contribution to S&P 500 earnings by sector: Financials are the largest contributor, at around 19% of S&P 500 earnings, …

Too Many Options: Put/Call Ratio Near Lows of 2012

December 17, 2012 by Enis • Commentary

Calls dominated trading again, as the CBOE put/call ratio dropped to 0.70, near the lows of the 0.63 – 1.43 range for 2012. BAC – The Dec 11 calls traded more than 100k, as BAC …