On the macro front, the main focus will continue to be geopolitical, focused on Russia. As for economic reports, Durable Goods is released on Wednesday, revised 4th quarter GDP is released on Thursday, and personal …
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10 day realized volatility in the S&P 500 has fallen to 7 as the indices remain quiet while single stocks make the headlines to start the new year. 1. VIX – Trader sold 107k of the …
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Options activity was much more active in ETFs than single stocks today. XLF – Buyer of almost 175k of the Sept 20 puts paying an average price of $0.2550 in the afternoon. Open interest on that …
Continue readingLots of option volume today in stocks which have dividends tomorrow. Market makers tend to swap big numbers of two lines of deep-in-the-money calls with some open interest in the hopes that people will forget …
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