Why would Kohl's (KSS) slash its dividend after raising it just two months ago, and why would the stock go up on the same day as the announcement?...
Week 4 of earnings season starts today and should inject volatility into the market. Week 4 typically surprises with stocks moving more than...
Royal Dutch Shell cut its dividend 66% to $0.16 from $0.47 this morning. This is the first time Shell has cut its dividend since WWII. The stock...
Here are the IV for the 5 delta 1 year and 25 delta 1 year from our options API: [IMG] Especially the way OTM have fallen sharply. To your...
The options straddle expects NFLX to move $28.57. From the after hours -<1% it looks like that straddle is going to hurt the longs. IBKR after its...
Watch the implied volatility, now back over 40% for SPY. If IV holds there, that could spell trouble for the market.[IMG]
Yes. In 2008 after the initial drop and small recovery, the market grinded lower on lower IV. [IMG]
Matt Amberson of ORATS in a Reuters Article The first-quarter earnings season could also ratchet up market turbulence, especially when smaller,...
Agreed, it is tough to catch a turn. But today is a good sign, IV up to 37% after bouncing off 33% yesterday. If this holds the down-trend in IV...
Not quite. IV has been falling and supporting this bull run. If implied turns and breaks the down-trend, that would be bearish. Also, as...
Look at the implied volatility trend. If it breaks this down-trend, this bull run of ~25% may be over. [IMG]
I think weeks three and four of earnings season are going to be wild given the movement usually seen and will cause a kink in this market. [IMG]
JNJ up $5 in the pre-market with ORATS earn move report expecting a $2.82 move in the stock as implied by straddle prices. [IMG]...
Johnson & Johnson ($JNJ) announced earnings this morning and raised its dividend 4%. JNJ is up 3% in pre-market trading. The earnings straddle was...
As earnings approach, we are seeing big implied earnings moves compared to past earnings moves (green bars) especially in Schwab ($SCHW), Citi...
The implied vol crunch is not as painful when realized is moving so much. Also, when you find good term structure and slope spread trades, you can...
The good news is that with SPY implied volatility about 37% and realized (historical/statistical) vol moving at 55% you don't have to be to...
Don't fight the Fed, right? How long can they do this? The good news for options owners is that the realized (historical/statistical) volatility...
The options market implied volatility (IV) is good at reflecting the sentiment of the market. The old Wall Street refrain is that the market...
Great. Thanks for checking this out. I want to make this available to EliteTrader members so any feedback is appreciated. I'll clarify the...
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