Its a Wrap
Well, its time. Time to burst out of this blog bubble here and see what the real world offers. In other words, The Daily Options [...]
SKEW And You
Tired of laboring comparing two numbers on an SPX options board and dividing one by another? Fear not, the CBOE will now do it for [...]
AlphaIndexVille
Looks like we got a new group of options coming down the pike from Nasdaq. This, from Brendan Conway at The Journal The exchange got the [...]
AAPL Volatility Droppings
Got some thoughts on AAPL options over at Investor Place. Nickel version is that they’re kind of cheap. Dime version is that its not that [...]
Happy VIX Days From Here
This, from MKM Partners A defining characteristic of equity implied volatility is its tendency to mean revert. With the CBOE SPX Volatility Index (VIX, 15.93) [...]
Stats and Selection Bias
If there’s one thing I learned writing a book, its that you can make stats say what you want if you’re so inclined. OK, that’s [...]
VIX Divergences and The Idiocy of Deion Sanders
Should we worry about divergences between VIX and SPX? Was there actually a divergence recently? I attempt to answer that over on Investor Place. And [...]
FSLR Volatility Surge
The A-Team at Goldman had this yesterday in FSLR. FSLR February options appear expensive and earnings are estimated for after Feb expiration. In the context [...]
Some Groundhog VIX Sonar
….And 1.5 days later, the VIX rally is no more. As Jamie mentions, we had a bad VIX tick on Monday. At maybe 12:50 EST, [...]
Viewer Email
We get some questions in email. And every once in a while, we respond. We even respond in *first person*, even though for some reason [...]
We’ve Moved!
All posting now at Our New Home. Please adjust your bookmarks to http://www.dailyoptionsreport.com/Thank YouAdam
Relative Blahs
I have RSI(2) set as a default on Stockcharts, so generally when a pop a chart up on these pages, it is included. But of course, did not actually notice the unique string of readings over 90 the past couple weeks in the SPX. This from Michael Stokes at...
