Volatility at World's End: Two Decades of Movement in Markets

Awesome.

More on this can be found here: http://www.artemiscm.com/category/research/

VIX Vega beat down

Important to ask yourself why they are doing this?

http://seaofopportunity.blogspot.com/ *Special thanks to Option Radar, BMO Capital, MEB Options, Bloomberg, Reuters, Optionistics, LiveVolPro, CBOE, AMEX, Option Monster, T.O.P. group, and all of the options desks and traders we work with to provide the option flow! No position at this time. Position declarations are believed to be accurate at time of writing but may change at any time and without notice.

Options 101: Types of Volatility

When discussing volatility, some traders may learn that they are not always talking about the same type of volatility. A volatility of 25% can mean a variety of things. To prevent any future misunderstanding, it will be helpful to define the various types of volatility.

Are you ready to trade some GOLD volatility?

Today CBOE launches GVZ options and will launch GVZ futures March 25th. This will open up a whole new avenue for traders trying to get their vol fix. And what's best? CBOE premium products trade in nickels so buying on the bid and selling on the offer provides a nice edge. Check out the link to get the details. We will be posting a lot more on this as trading ramps up.

No position at this time. Position declarations are believed to be accurate at time of writing but may change at any time and without notice.

What a day what a day!

"Cup check!" A favorite juvenile mantra of mine back in the Little League days echoed in my head today. This was not the sort of day that you forget to wear your cup. This movement is bringing a little bit of life into the options markets I trade so it is exciting, but I am on my toes for sure. In other words, I didn't get nailed today and I was glad to have my cup on. How about tomorrow? What then? Check us out after the break!

Who does this? Morally reprehensible. But pretty funny.

Earnings Plays

BMO Capital came out with their weekly Earnings Volatility Screen today.  Here are some highlights: 

Approximately 81% of S&P 500 companies have reported Q4 earnings.

 This week features earnings reports from large cap names including: BHP, CMCSA, BCS, ABB, ABX, ING, APA, ING, DE, DVN, EPD, ESRX, DELL, CVE, EOG, DUK, TLM, NTAP, GENZ, KGC, PCG, WM, INTU, WMB, MMC, A, MAR, CBS, OMC, FSLR, TV, WPZ, HCP, CTL, NVDA, PGN, HST, Q, PWE, AEM, ADI, FE, CLF, NXY, ECL, CPB, GFI, CVC, FTI, CF, ETP, JWN

The options market is predicting an especially volatile quarter (>7% move) for: STEC, DF, ATHN, CTRP, CLWR, SKX, BRCD, FOSL, NVDA, ARUN, MAS, CPLA, SPWRA, TBL, VCI, SIRI, ITMN, WCG, CECO, AAWW, VCLK  


Stocks with the highest level of analyst estimate dispersion (as measured by standard deviation of EPS estimates) include: HST, CPN, BMRN, NAT, PWE, VMED, SIRI, MAS, FBR, CAR, SKX, IO, H, CIT, REGN, CLWR, NVDA, DLR

Stocks reporting earnings that are farthest below their 20 day moving average (in % terms) include: NXY, WLT, SFL, FBR, DPS, GFI, KGC, DF

Stocks reporting earnings that are farthest above their 20 day moving average (in % terms) include: PDE, FOSL, WTW, SIRI, ARUN, MOH, BEC, SPWRA, WCG, JWN, ROC, FSLR, SPW, STEC, CVC, VMED, ANF, CAR, AAWW, TRN