SPY options and VIX options dominated volumes once again, though the CBOE put/call ratio fell back down to 1.05 from Friday’s 5 year high of 1.54. 1. SPY – The S&P 500 found intraday resistance near …
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Back in late August, after crude oil had already declined 10% from the late June highs, we placed a bullish trade playing for a rebound from an oversold condition (below). We chose to take advantage …
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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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The chart of the VIX over the last 2 years shows 4 instances prior to this morning’s open where the index closed above the long term avg of 20 (red line) with 8 tests of …
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Thirty day at the money implied volatility (price of options) in the S&P 500 index has neared its 2 year high in the last week, accompanying the increase in realized volatility (how much the underlying is …
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After gapping down nearly 1%, the SPX clawed back to nearly unchanged by the close. Options volumes lighter than last week (Note: the VIX trade referenced earlier was a fat finger, so that trade was …
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Last week was the first week since June 2013 that the S&P 500 index moved more than 0.5% in either direction on every single day. 5 day realized volatility (in orange below) is nearing 20, …
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So far this week, the S&P 500 index has moved more than 0.5% (in either direction) in each trading session. If the index moves more than 0.5% today, it will be the first time since …
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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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