I mentioned the interesting rise in the VIX over the last week in my Macro Wrap this morning. The SPX index is actually a few points higher vs. last week, but VIX spot and VIX …
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Big players are finally starting to buy protection. While the SPX index is basically unchanged in the past 7 trading days post-Thanksgiving, trends in the options market have shown a notable shift. The most basic, …
Continue readingYHOO was very active today in Jan13 and Jan14. The strength in the VIX (up 3 straight days now) on an otherwise quiet day was also notable. YHOO – Some big YHOO prints went up around …
Continue readingIn a low volume day for single stock options, the heavy VIX options volume stood out. VIX – The largest print of the day was someone selling the Jan13 14 puts at 0.25, and buying …
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The past 4 months have been the first 4 month period since late 2006, early 2007 that the VIX has not breached the 20 level. In the context of market history, there have been longer …
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The holiday is done and passed, and fiscal cliff headlines are heating up the tape, but the VIX is having none of it, indicating that traders are still not impressed by recent volatility. With 30 …
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As expected, Thanksgiving’s approach has dampened volatility in the market as traders take time out for the holiday. Realized volatility in the SPX index has actually picked up in the last few weeks, but the …
Continue readingIn a highly correlated +2% up day, calls dominated options action, sending the CBOE put/call ratio down near its lows of the past 2 months. . XLF – Heavy call volume (more than 4x as …
Continue readingTrade Update Nov 16th, 2012 at 10:45am: With only 3 trading days left until expiry of my VIX call spread, and the holiday week ahead of us, I’m going to take off my trade for …
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I have traded options professionally for many, many years, and the action in the VIX in the past 2 weeks is truly rare. Here is last week’s snapshot: And today: I …
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