Over the last few months their have been no shortage of “tape bombs” that could have derailed the equity market rally at all time highs: U.S. Q1 GDP down -2.9% Commercial Airliner disappearing in thin …
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The VIX settlement this morning was at 13.03. I covered my short Sept 13 put for $0.05 on Monday, and remained long the Sept 15/19 call spread for $0.15 into the expiration. It was a …
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I discussed our long Sept VIX structure in a COO post on Thursday, including the following thoughts: This structure is worth around 0.05 at the moment, so essentially flat from initiation, as Sept VIX futures …
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Options traders were looking for portfolio protection on Friday, with macro ETFs the most active in the options market. 1. VIX – The Oct 22 calls traded over 130k on the session at an average price …
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Sept VIX expiration is on the opening on the morning of Wednesday, Sept. 17th. That also happens to be the day of the FOMC meeting. VIX spot has been moving somewhat higher this week even though realized …
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In mid June when ISIS terrorists were making steady advances on Iraq’s northwest (where much of the their oil production sits) crude oil broke-out to new nine month highs. At the time we highlighted the …
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New all-time high for the S&P 500 index, and VIX spot closed below 12 for the first time in nearly a month. 1. HTZ – Hertz traded its highest single day stock volume in its history. …
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Another low volume day in the broader market, accompanied by light options volume outside of VIX, AAPL, and SPY options. 1. VIX – Buyer of 145k of the Oct 16 calls paying 1.10 vs. selling 145k …
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Options volumes on Friday were dominated by expiration, as the vast majority of options traded were expiring after the close. The Nasdaq 100 index did make a new closing high, and single stock options were …
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Rarely do I get too much professional inspiration from the cover of the NY Post, but this morning’s headline is a bit of a classic: Bad Old Days. NYC was awash with harassing Squeegee guys, …
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