One of the benefits of multiple option expirations in the index option space is the ability to pinpoint expectations around significant economic events. This Friday (June 7), the Bureau of Labor ...
The Cboe Volatility Index (VIX) is down nearly 50% from the beginning of the year. It’s the biggest year-to-date drop at this point in the year in the history of the "fear index" (data back to 1990).
Gross domestic product (GDP) is a comprehensive measure of economic output for a country or region, with many traders using it to influence their trade decisions. Generally, this macroeconomic figure ...
Options trading continues to thrive and shows no signs of slowing down, as seen when 2024 set another record for options volume. While lists of the best and worst stock performers are readily ...
The financial markets have experienced strong volume growth in the short- dated index option arena. This paper explores the performance of short-dated index options versus the subsequent price move in ...
There is a popular perception that every trading strategy involving derivatives is risky. While it’s likely that if you go for the maximum reward, you’ll be taking the maximum risk, there are ...
About a month ago, I wrote about the extremely low historical volatility reading for the S&P 500 Index (SPX). Low volatility on the index does not necessarily mean a lack of opportunities for option ...
Gross domestic product (GDP) is a comprehensive measure of economic output for a country or region, with many traders using it to influence their trade decisions. Generally, this macroeconomic figure ...
The Cboe Volatility Index (VIX) is down nearly 50% from the beginning of the year. It’s the biggest year-to-date drop at this point in the year in the history of the "fear index" (data back to 1990).