There is lots of stock volatility… until there is not

Stocks will be volatile …until they are not Real Growth Concerns in 2018 increase Volatility $SPX is generating huge volatility this year.  While the market has had bouts of volatility in the past, 2018 is shaping up to be the opposite of 2017.  $VXX could be up on the year, though less likely now after…

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Stock Market and Option Volatility Report: Is the $SPX going to go green and What about $AAPL?

Stock Market and Option Volatility Report: Is the $SPX going to go green and What about $AAPL? 11-27-18 https://youtu.be/66DVoSg2-B8   Check out Mark on Cramer!            

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Stock and Option Market Volatility Report: UNG off the hook

Stock and Option Market Volatility Report: UNG off the hook 11-14-18     Check out Mark on Cramer!            

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$AAPL volatility is very high

$QQQ volatility is very high The underlying volatility in $AAPL is very high.  $QQQ realized volatility is also very high since market players decided to revalue all of the high octane technology names.  FANG stocks got shellacked from the lofty perch they were sitting on.  $FB’s multiple is much lower, $AMZN somewhat and $GOOGL too…

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Stock and Option Market Volatility Report: Will SPX bounce hold?

Stock and Option Market Volatility Report: Will SPX bounce hold? 11-13-18   Check out Mark on Cramer!            

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Will $AAPL earnings hurt the market?

Will $AAPL earnings hurt the market?   $AAPL earnings are out and so far things look weaker in $QQQ.  That is no surprise since $AAPL makes up a big chunk of the $QQQ and is the last tech bellwether to report.    A bigger question is if the broader market is running out of reasons to…

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$SPY intraday volatility is very high

$SPY intraday volatility is very high Today $SPY intraday implied volatility jumped to a 5 day high.  How do I know this?  I have the full life of watching volatility all day long from my roost in Maine.   Mark Longo from the OptionsInsider Radio Network quaintly refers to it as Duchy of Maine.  From this…

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Realized Volatility is high, but not equally high

Where is Realized Volatility? The realized volatility in this market is very high.  So high in fact that all the blinky lights on my TradeHawk realized volatility page are turning red, red, red.   What also is pervasive is the stubborn backwardation in the $VIX complex.  My last blog was about buying gamma and selling vega,…

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Understanding Time to Expiration in Options

Understanding Time to Expiration in Options   Understanding Time to Expiration for Options is one of the great misunderstood inputs in the Black-Scholes Model.  The option goes through a metamorphosis not unlike a butterfly, no pun intended. Larva, does not move much, Caterpillar, moves some, Butterfly, moves a whole lot Phases of Options The Time…

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$VVIX moves to a 6 month high

$VVIX moves to a 6 month high $VVIX is moving to 6 month highs and could move to 12 month highs.  In order for it to do that we would need Volpocalypse 2 to unfold before our very eyes.  With XIV and SVXY not running for the exits anymore this 1 week doubling of $VIX…

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