VIX


2014-05-12 Unusual Options Activity (TWTR) (VIX)

Posted on May 12th, by Mitchell Warren in Options Risk Management, Unusual Options Activity. Comments Off on 2014-05-12 Unusual Options Activity (TWTR) (VIX)

 Unusual Options Activity

In today’s Unusual Options Activity Report we highlight a call rollout in Twitter (TWTR) and call buying in the Volatility Index (VIX).

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2014-05-10 Weekend Market Update (Mixed Week For U.S. Equities)

Posted on May 10th, by Mitchell Warren in Options Risk Management, Weekend Market Updates. Comments Off on 2014-05-10 Weekend Market Update (Mixed Week For U.S. Equities)

Weekend Market Update
Mixed Week For U.S. Equities

Major U.S. indices remained range bound this week with alternating closes everyday for the S&P 500 (SPX), but finishing the week lower by 0.14%. The Dow Jones Industrial Average (DJIA) was the best performer of the three major indices, rising 0.43%. While the Nasdaq-100 (NDX) continues to underperform, dropping 0.89% this week. The spot Volatility Index closed 0.01 higher than it did on last Friday, remaining near support at the 13 level.

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2014-05-08 Smart Money Report (GOOGL) (VIX)

Posted on May 8th, by Mitchell Warren in Free Articles, Options Risk Management, Smart Money Report, Unusual Options Activity. Comments Off on 2014-05-08 Smart Money Report (GOOGL) (VIX)

Smart Money Report

BEAV- Another 2,500 May $100 calls were purchased for $1.80-$2.00 each, against open interest of 8,057 contracts. This is the 3rd straight day of big call buying following the plan to sell or break up the company on Sunday. (BEAV) trades at a P/E ratio of 22.61x (2014 estimates), PEG ratio of 0.95x (2014 estimates), 17.8% revenue growth, and has an average analyst price target of $100. On 4/24, D.A. Davidson maintained a buy rating with a $110 price target.
GOOGL- 700 May 30 weekly $515 calls were purchased for $16.40-$16.60 each, against open interest of 14 contracts. This is a $1.16M trade. The stock retested the April lows yesterday and currently has upside potential to $540 in the near-term. This was the largest single option trade in Google at the time of the trade.
KATE- The July 1×2 $33/$40 … Read More »


2014-05-03 Weekend Market Update (Strong Finish To April)

Posted on May 3rd, by Mitchell Warren in Options Risk Management, Weekend Market Updates. Comments Off on 2014-05-03 Weekend Market Update (Strong Finish To April)

Weekend Market Update
Strong Finish To April

Equities rallied early this week to strong finish in positive territory for April. The Dow Jones Industrial Average (DJIA) and the S&P 500 (SPX) added 0.93% and 0.95%, respectively. The Nasdaq-100 (NDX) was the best performer of the three major indices, picking up 1.54%. Volatility retested the April lows this week as the spot Volatility Index (VIX) fell 8.18% to 12.91.

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2014-04-26 Weekend Market Update (SPX 1880 Fails Again)

Posted on April 26th, by Mitchell Warren in Options Risk Management, Weekend Market Updates. Comments Off on 2014-04-26 Weekend Market Update (SPX 1880 Fails Again)

Weekend Market Update

SPX 1880 Fails Again

Equities snapped a six day winning streak on Wednesday and ended up giving back all of the early gains by the close on Friday. The Nasdaq-100 (NDX) and the Dow Jones Industrial Average (DJIA) shed 0.04% and 0.08% this week, respectively. The Dow Jones Industrial Average (DJIA) was the worst performer of the three major U.S. indices, dropping 0.29%. Volatility rose for the third straight session to finish out the week as the spot Volatility Index (VIX) added 5.24%.

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2014-04-21 Smart Money Report (NFLX) (UTX)

Posted on April 21st, by Mitchell Warren in Free Articles, Options Risk Management, Smart Money Report, Unusual Options Activity. Comments Off on 2014-04-21 Smart Money Report (NFLX) (UTX)

Smart Money Report

NFLX- Netflix is set to announce Q1 earnings after the bell tonight. Analysts are looking for $0.83 in EPS and revenue of $1.3 billion. The options market is implying a $39.20 move, or 11.40%, in either direction through Friday’s close. Call to put ratio in (NFLX) options is currently 1.15, led by a buyer of 650 May 17 $310 calls for $45.65 each. The stock has moved higher on three out of the last five reports.
UTX- United Technologies will release Q1 earnings before the bell tomorrow morning. Analysts are looking for $1.27 in EPS and revenue of $14.7 billion. Option traders are pricing in a $2.32 move, or 1.96%, in either direction through Friday’s close. The call to put ratio in (UTX) options is currently 2.42, led by a seller of 1,781 June $125 calls for $0.55 each. … Read More »


2014-04-21 Unusual Options Activity (HUBG) (MNK)

Posted on April 21st, by Mitchell Warren in Options Risk Management, Unusual Options Activity. Comments Off on 2014-04-21 Unusual Options Activity (HUBG) (MNK)

 Unusual Options Activity

AMD- 1,330 May 9 weekly $4.50 calls were bought for $0.06 each, against open interest of 163 contracts. (AMD) reported earnings on Thursday night.
NTES- 1k May $70 calls were purchased for $4.10-$4.20 each, against open interest of 115 contracts. Earnings are due out on 5/14. Typically trades 556 calls per day.
BBRY- 9,033 June $8 calls were bought for $0.37 each, against open interest of 11,255 contracts.
MU- 5,791 July $27 calls were purchased for $1.14 each, against open interest of 21,542 contracts. (MU) shares are trying to retest the February highs of $25.68.
SMH- 14,500 Aug. $50 calls were bought for $0.38 each, against open interest of 22,637 contracts. There was large buying in these calls on 4/8 and 4/9.
WPRT- 5,400 Oct. $17 calls were sold for $0.60 each, against open interest of 81 contracts. Earnings are due out on … Read More »


2014-04-12 Weekend Market Update (Bullish SPX Indicators)

Posted on April 13th, by Mitchell Warren in Options Risk Management, Weekend Market Updates. Comments Off on 2014-04-12 Weekend Market Update (Bullish SPX Indicators)

Weekend Market Update
Bullish SPX Indicators

Equities continued the decline from last Friday’s intra-day all-time high in the S&P 500 (SPX) this week. The Dow Jones Industrial Average (DJIA) and the Nasdaq-100 (NDX) dropped 2.35% and 2.61%, respectively. The S&P 500 was the worst performing of the major U.S. indices, falling 2.65%. Volatility soared near one month highs as the spot volatility index picked up 21.99% this week.

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2014-04-05 Weekend Market Update (Q1 Earnings Season)

Posted on April 5th, by Mitchell Warren in Options Risk Management, Weekend Market Updates. Comments Off on 2014-04-05 Weekend Market Update (Q1 Earnings Season)

Weekend Market Update
Q1 Earnings Season

Following an in-line March jobs report on Friday, the S&P 500 (SPX) and the Dow Jones Industrial Average (DJIA) hit a new all-time high before finishing in the red after continued selling in the technology and biotech sectors. The Nasdaq-100 (NDX) dropped 0.90% for the week, resulting in a close near two-month lows. The S&P 500 and the Dow Jones Industrial Average added 0.40% and 0.55%, respectively. Volatility (VIX) briefly tested January levels this week, but the spot Volatility Index finished with a loss of just 3.12%.

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2014-04-02 Stock Watchlist Update (Where To Get Long VIX Calls)

Posted on April 2nd, by Mitchell Warren in Options Risk Management, Trade Ideas. Comments Off on 2014-04-02 Stock Watchlist Update (Where To Get Long VIX Calls)

Stock Watchlist Update
Where To Get Long VIX Calls

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2014-04-02 Smart Money Report (BBRY) (BWP)

Posted on April 2nd, by Mitchell Warren in Free Articles, Options Risk Management, Smart Money Report, Unusual Options Activity. Comments Off on 2014-04-02 Smart Money Report (BBRY) (BWP)

Smart Money Report

BBRY- 10,000 Apr. 11 weekly $8 calls were purchased for $0.42 each, against open interest of 844 contracts.
BWP- A rollout from 11,468 June $12.50 calls (credit) into 22,048 Sep. $15 calls (debit). Volume was above the open interest in the Sep. $15 calls. Earnings are due out on 4/28.
DG- A rollout from 40,558 Aug. $60 calls (credit) into 40,558 Aug. $57.50 calls (debit). Volume was above the open interest in the Aug. $57.50 calls.
HD- A rollout from 7,699 Apr. 4 weekly $79 puts (debit) into 7,699 May 9 weekly $79 puts (credit). Volume was above the open interest in the May 9 weekly $79 puts.
VIX- The June $20/$35 call spread was put on 23,000 times for a $0.80 debit. Volume was above the open interest in the June $35 calls.

Free Trial: If you would like to know more … Read More »


2014-04-02 Unusual Options Activity (HD) (VIX)

Posted on April 2nd, by Mitchell Warren in Options Risk Management, Unusual Options Activity. Comments Off on 2014-04-02 Unusual Options Activity (HD) (VIX)

 Unusual Options Activity

In today’s Unusual Options Activity Report we highlight a bullish put rollout in Home Depot (HD) and a call spread in the Volatility Index (VIX).

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2014-03-29 Weekend Market Update (Navigating This Choppy Market)

Posted on March 29th, by Mitchell Warren in Options Risk Management, Weekend Market Updates. Comments Off on 2014-03-29 Weekend Market Update (Navigating This Choppy Market)

Weekend Market Update
Navigating This Choppy Market

U.S. equities finished the week mixed after Friday’s bounce back. The Dow Jones Industrial Average (DJIA) eked out a weekly gain of 0.12%, while the S&P 500 (SPX) and the Nasdaq-100 (NDX) dropped 0.48% and 2.23%, respectively. Volatility dropped for the second week in a row as the spot Volatility Index (VIX) shed 3.93%, remaining in the 14 range.

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2014-03-22 Weekend Market Update (New Highs In The S&P 500)

Posted on March 22nd, by Mitchell Warren in Options Risk Management, Weekend Market Updates. Comments Off on 2014-03-22 Weekend Market Update (New Highs In The S&P 500)

Weekend Market Update
New Highs In The S&P 500

Despite hints of a interest rate hike and ongoing problems in Ukraine, the S&P 500 (briefly) hit a new all-time high this week. The S&P 500 (SPX) and the Dow Jones Industrial Average (DJIA) added 1.38% and 1.48%, respectively. Of the three major U.S. indices, the Nasdaq-100 (NDX) was the worst weekly performer with a 0.69% gain. Volatility gave back most of last week’s gains as the spot Volatility Index (VIX) dropped 15.82%.

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2014-03-15 Weekend Market Update (Stocks Pullback 2% From All-Time Highs)

Posted on March 15th, by Mitchell Warren in Options Risk Management, Weekend Market Updates. Comments Off on 2014-03-15 Weekend Market Update (Stocks Pullback 2% From All-Time Highs)

Weekend Market Update
Stocks Pullback 2% From All-Time Highs

Equities dropped four out of the five trading days this week to move back into negative territory for the year. The S&P 500 (SPX) and the Nasdaq-100 (NDX) fell 1.97% and 2.04%, respectively. The Dow Jones Industrial Average (DJIA) was the worst performer of the three major indices, sliding 2.35% this week. Volatility rallied to early February levels as the spot Volatility Index (VIX) added 26.29%.

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2014-03-08 Weekend Market Update (Equities Shrug Off Ukraine To Reach New Highs)

Posted on March 8th, by Mitchell Warren in Options Risk Management, Weekend Market Updates. Comments Off on 2014-03-08 Weekend Market Update (Equities Shrug Off Ukraine To Reach New Highs)

Weekend Market Update
Equities Shrug Off Ukraine To Reach New Highs

Despite the near 1% decline on Monday due to the Ukraine crisis, U.S. stocks were able to make new highs throughout the week. The S&P 500 (SPX) closed at an all-time high of 1878.04 on Friday, up 1.00% on the week. The Dow Jones Industrial Average (DJIA) and the Nasdaq-100 (NDX) added 0.80% and 0.20%, respectively. Volatility (VIX) finished nears the lows of the week, but still eked out a 0.79% gain in the spot Volatility Index.

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2014-03-01 Weekend Market Update (Looking Ahead To March)

Posted on March 1st, by Mitchell Warren in Options Risk Management, Weekend Market Updates. Comments Off on 2014-03-01 Weekend Market Update (Looking Ahead To March)

 Weekend Market Update
Looking Ahead To March

Equities closed out February at new all-time highs despite the rocky start to 2014. The S&P 500 (SPX) and the Nasdaq-100 (NDX) rose 1.26% and 0.91%, respectively. The Dow Jones Industrial Average remains the laggard of the major indices, but the weekly gain of 1.36% was the best of the major U.S. indices. Volatility has declined on six out of the seven trading sessions as the spot Volatility Index fell 4.64% this week.

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2014-02-22 Weekend Market Update (The S&P 500 Remains Less Than 1% Below The Highs)

Posted on February 22nd, by Mitchell Warren in Options Risk Management, Weekend Market Updates. Comments Off on 2014-02-22 Weekend Market Update (The S&P 500 Remains Less Than 1% Below The Highs)

 Weekend Market Update
The S&P 500 Remains Less Than 1% Below The Highs

Equities gave back some of the previous two weeks gains, but the S&P 500 remains just under the all-time high of 1850. The Nasdaq 100 (NDX) put in multi-year highs before ending the week lower by 0.03%. The S&P 500 (SPX) and the Dow Jones Industrial Average (DJIA) dropped 0.13% and 0.32%, respectively. Volatility (VIX) rose 8.18% this week, but finished well off of the highs in the spot Volatility Index.

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2014-02-15 Weekend Market Update (The S&P 500 Nears The All-Time High)

Posted on February 15th, by Mitchell Warren in Options Risk Management, Weekend Market Updates. Comments Off on 2014-02-15 Weekend Market Update (The S&P 500 Nears The All-Time High)

Weekend Market Update
The S&P 500 Nears The All-Time High

Equities bounced back for the second straight week, led by the Nasdaq-100’s 2.86% weekly gain. The Dow Jones Industrial Average (DJIA) and the S&P 500 (SPX) picked up 2.28% and 2.32%, respectively. Volatility (VIX) fell another 11.25%, setting up for a retest of the 12 level in the spot Volatility Index.

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2014-02-08 Weekend Market Update (Will The S&P 500 Retest 1850?)

Posted on February 8th, by Mitchell Warren in Options Risk Management, Weekend Market Updates. Comments Off on 2014-02-08 Weekend Market Update (Will The S&P 500 Retest 1850?)

 Weekend Market Update
Will The S&P 500 Retest 1850?

Equities recovered from Monday’s 2%+ sell off to finish in positive territory despite the weak January jobs report. The Dow Jones Industrial Average (DJIA) and the S&P 500 (SPX) added 0.61% and 0.81%, respectively. Of the three major U.S. indices, the Nasdaq-100 (NDX) was the outperformer, rising 1.14% this week. Once again the spot Volatility Index (VIX) printed a bearish engulfing pattern on the weekly chart, dropping 16.95%.

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