Breaking News

Tag Archives: volume

JLN Options: Traders Brace for End of Quiet After VIX’s Biggest Drop Newsletter,Options

Observations & Insight OCC Announces Cleared Contract Volume Declined 13% in February CHICAGO (March 2, 2015) – OCC announced today that total cleared contract volume in February was 306,531,839 contracts, a 13 percent decrease from the February 2014 volume of 350,507,077 contracts. OCC’s year-to-date average daily cleared contract volume is down 9 percent from 2014 with 17,049,163 contracts. Options: Exchange-listed options volume reached 302,527,974 contracts in February, a 12 percent decrease from February 2014. Equity options volume for the month was 275,262,981 contracts, a 10 percent decrease from February 2014. Average daily options volume this year is down 8 percent…

Technology and Volume – A Brief History Commentary,Options

By Henry Schwartz – President, Trade Alert I want to thank everyone involved for giving me the chance to guest edit the John Lothian Options Newsletter this week. I’m continually amazed by the quality, quantity, and most importantly the relevance of the content produced by the JLN team and I find this newsletter to be a true time-saver in the quest for intelligence amid the fragmented mass of news out there- a quest very much in-line with how my firm handles option data for option professionals from Wall Street to South LaSalle Street (nice segue huh?) I’ve been involved in…

Overwrite strategies drove volumes in 2013 Blog,Options

Sarah Rudolph

One result of the low to no-interest rate environment has been a shift toward options overwrite strategies. “In a typical portfolio you’ll have a 60-40 split of equities to fixed income.  Fixed income essentially returned nothing to your portfolio [in 2013],” said Alan Grigoletto, vice president of education at the Options Industry Council. “I think a lot of people got very antsy about the fact that interest rates were staying low and we had QE Infinity going on. People said, ‘I’m not really making anything on this, I’m not making anything on cash — is there some alternative we can…

JLN Options: The Wilting Flower of VIX Newsletter,Options

Lead Stories The Wilting Flower of VIX Andrew Giovinazzi – The Options Insider Wither the VIX The market for volatility seems to be giving up its final breaths today.  If underwhelming earnings in GOOG and MSFT cannot push things lower I am running out of things to think of. http://jlne.ws/1bGyUW2 Everyone’s Talking About This Huge Stampede Of Cash Rushing Into The Stock Market Joe Weisenthal – Business Insider As the market sails to new highs, the floodgates have broken open. Money is pouring like crazy into stocks, which is of course classic investor psychology. Nobody buys low. People like to…

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: 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…