$FXI overnight volatility moves higher

$FXI overnight volatility moves higher   A new NAFTA deal appears in the offing so what does that have to do with the price of  volatility in Chinese equities?  I think plenty.  If you note from the chart below Chinese equities with $FXI as a proxy have had a rough sled of late.  US Equities […]

$CMG volatility belies the stock price

$CMG volatility is very low   With VIX at 12.54 there is little to write about from a volatility point of view in the broader market.  There is the potential for a binary switch as the Chinese trade talks could go well or not so well.  With most emerging market stocks down for now it […]

$NVDA volatility is too low      

$NVDA volatility is too low As it goes after most earnings, implied volatility implodes leaving the option premiums in tatters.  Even a name like $NVDA goes through the same cycle.  Traders bid up the stock into the earnings last week hoping for a big boost but the crypto-currency cloud drifted over the conference call and […]