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Hello world! 12 Dec 2012 | 11:23 pm
Welcome to WordPress. This is your first post. Edit or delete it, then start blogging! The post Hello world! appeared first on DailyOptionsReport.com.
Its a Wrap 16 Feb 2011 | 11:28 am
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 Report has officially run its course. I believe I was the first one ex...
SKEW And You 12 Feb 2011 | 12:42 am
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 you! This, from CNBC. Investors looking for Black Swans in the stock...
AlphaIndexVille 11 Feb 2011 | 02:14 am
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 nod to list and start trading options on the so-called “Alpha ...
AAPL Volatility Droppings 9 Feb 2011 | 11:50 pm
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 simple. Quarter version is…..please click thru. Half dollar v...
Happy VIX Days From Here 9 Feb 2011 | 12:30 am
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) having been sustained below 20 for more ...
Stats and Selection Bias 7 Feb 2011 | 04:52 pm
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 not true, I was well aware of that years ago. Its a very real trap thoug...
VIX Divergences and The Idiocy of Deion Sanders 5 Feb 2011 | 12:22 am
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 oh yeah, this from Deion Sanders. Sanders lament...
FSLR Volatility Surge 3 Feb 2011 | 11:37 pm
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 of our bullish view on FSLR shares, we see...
Some Groundhog VIX Sonar 2 Feb 2011 | 11:59 pm
….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, VIX all of a sudden dropped from the mid 19′s to the mid 17′s. Its incredibly r...
