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Tag Archives: VIX

JLN Options: The Two Problems With the VXX Newsletter,Options

Lead Stories The Two Problems With the VXX Adam Warner – Schaeffer’s Investment Research The iPath S&P 500 VIX Short-Term Futures ETN (NYSEARCA:VXX) hit new lows yesterday! In other breaking news, it was hot and it was a Thursday and… we really need the MLB All-Star break to end, as this is clearly the worst sports week of the year. http://jlne.ws/1dKqh9x FX could move to financial settlement under clearing pressure – GFXD’s Lam Joel Clark – Risk Magazine More foreign exchange derivatives could move towards financial rather than physical settlement in the coming years if the market fails to find…

JLN Options: What Was Behind Yesterday’s Crazy S&P 500 Options Volume? Newsletter,Options

Lead Stories What Was Behind Yesterday’s Crazy S&P 500 Options Volume?   Adam Warner – Schaeffer’s Investment Research Strange volume in the S&P 500 Index (SPX) August puts yesterday, yowza. With the index in the 1,680 range, 29,000 of the August 1300 puts traded, 39,632 of the August 1250 puts traded, and 17,933 of the August 1200 puts traded. In fact, every put in the August series down to 1115 traded on the open. Even the August 500 puts traded! http://jlne.ws/17oraCY **Not sure where it all ended today but 2.5 hours into today’s trading 10 million options had been traded putting…

JLN Options: Investors Show Confidence That New Stock Market Calm Will Linger Newsletter,Options

Lead Stories Investors Show Confidence That New Stock Market Calm Will Linger Kaitlyn Kiernan – The Wall Street Journal With the stock market resuming its rally after a bout of indigestion caused by worries about the outlook for Federal Reserve policy, options investors appear to be thinking the calm will last. As stocks have pushed back into record territory and the Chicago Board Options Exchange’s Volatility Index has declined over the last three weeks, far fewer investors are placing bets that the quiet will be short-lived and the VIX will spike higher. http://jlne.ws/1dF8kJD **At last glance the VIX was down…

JLN Options: Know Your Options: If You Build It, They Will Come Newsletter,Options

Lead Stories Know Your Options: If You Build It, They Will Come Joy Rosenstein – Fidessa Corporation (via TABB Forum) As buy-side traders increasingly embrace options both as a profit-making strategy and as a way to hedge their portfolios, broker-dealers must add options-trading capabilities to remain competitive. Here are 5 questions firms must answer before building an options offering. http://jlne.ws/16EMpym ‘Bernanke Put’ is Back in Play Kaitlyn Kiernan – The Wall Street Journal The so-called “Bernanke Put” is back in play… The idea is that Mr. Bernanke and those policies will protect the market against downturns, much as put options,…

JLN Options: ISE Shelves Plan to Bring Pari-Mutuel Settlements to Options Market Newsletter,Options

Lead Stories ISE Shelves Plan to Bring Pari-Mutuel Settlements to Options Market  Katy Burne – The Wall Street JournalAll bets are off on one firm’s bid to make playing the options market a bit more like going to the track.The International Securities Exchange has shelved plans for an options contract using technology also known in the world of horse races — so-called pari-mutuel settlement, in which all bets are pooled upfront and the winners’ take comes out of the pool.http://jlne.ws/1azr690 Big Rally — So the Market Defies Gravity?Andrew Giovinazzi – The Options InsiderWhat a difference a day makes.  The relatively subdued…

JLN Options: Uneventful Day Hurts VIX Newsletter,Options

Lead Stories Uneventful Day Hurts VIXWall St. Sector SelectorEven a boring day can adversely impact stock market volatility, as we saw on Wednesday when the VIX almost dropped below 14.http://jlne.ws/17748R3 VIX declines as equities close higheroptionMONSTERThe CBOE Volatility Index slipped again as equities closed higher at the end of a seesaw session yesterday. The S&P 500 rose less than 1 point to 1652.62. It bounced between positive and negative throughout the day. Resistance is at 1669, while support is at 1619 and then 1573. http://jlne.ws/1777ofc Videocast: Volatility down but not outoptionMONSTERhttp://jlne.ws/1777kw5 Crude Options Volatility Slips as Futures Highs and Lows…

JLN Options: Stock ‘fear gauge’ flawed, Citi equity trading chief says Newsletter,Options

Lead Stories Stock ‘fear gauge’ flawed, Citi equity trading chief saysReuters via Yahoo! NewsBy Simon Jessop LONDON – Investors seeking to predict the magnitude of share price moves at times of market flux may get a faulty steer from a closely watched “fear gauge”, one of investment banking’s top equity traders has warned. Citi’s Mike Pringle, global head of equity trading at the third-biggest U.S. bank, told Reuters that the VIX volatility index  is now as much a traded asset as it is a guide to investors seeking protection from losses.http://jlne.ws/12qDyhj Interactive Brokers to pay $300,000 fineMarketWatchInteractive Brokers Group Inc….

JLN Options: Court Rules TOM May Continue To Offer Options Based On The AEX Newsletter,Options

Commentary & Insight A Look at Forensic Accounting and Financial FraudMarketsWiki.tv In the aftermath of the Peregrine Financial Group fraud, many wondered how it could have happened and how forensic accounting works after a fraud occurs. On June 20, John Lothian News president and editor-in-chief Jim Kharouf moderated a panel at the Women In Listed Derivatives (WILD) event on forensic accounting with John Hague, financial services industry leader with McGladrey and Christen Morand, senior manager, Ernst & Young. He sat down with both separately to ask about the accounting space today and how forensic accounting digs into fraudulent cases. Watch…

JLN Options: TOM, BinckBank Infringe Euronext Trademark Rights, Court Says Newsletter,Options

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