Option Pit Volatility Report 7-23-18 Financials up
Option Pit Volatility Report 7-23-18 Financials up
Morning Vol Report 7-20-18
Why Option Pit Does Not Sell Earnings Option Premium
Why Option Pit Does Not Sell Earnings Option Premium Options juice around earnings is, well, juicy. By juice I mean the level of volatility in the options or the extrinsic value of the option above parity. The earnings are a 1 day shot but Black-Scholes wants volatility over a longer period of time, namely an […]
Morning Vol Report 7-19-18 Markets down…except for RUT
VIX Made Easy
Easily the most confusing product in the option world is the VIX. I know because Option Pit spends a fair amount of time teaching people about it and the oddness of the VIX products creates a lot of opportunity. I will address a simple VIX anomaly today hope that clears up a thing or two. […]
QQQ All-time highs, NFLX not holding it back
QQQ All-time highs, NFLX not holding it back We have what is known as a situation. The QQQ is making all-time highs as is MSFT and AMZN, GOOGL and FB today. NFLX is not holding things back even though this morning looked pretty ugly for big tech. If one goes back to the Dot Com […]
Morning Vol Report 7-17-18 IWM leading the way higher
Morning Vol Report 7-17-18 It’s Not that Easy Being Green
Morning Vol Report 7-16-18 Waiting on earnings
Morning Vol Report 7-16-18: Soft SPX and RUT