SCSS is trading 7.35 with vol up 15% today. Earnings are on 2/10. The company has traded over 4,300 options today in the first three hours on...
The first blog about this Arb is here: http://livevol.blogspot.com/2010/02/tlb.html This was picked up by Bloomberg. TLB is trading 13.26, BPW...
the OI is much smaller than the volume - these are opening purchases...
The company has traded over 7,000 options today in the first 15 minutes on total daily average option volume of 622. Further, every contract has...
TLB is trading 11.40, BPW is 10.27 . This is the news from Reuters Key Developments (soon to be available on Livevol Pro). BPW Acquisition...
ITMN is trading 16.10 with IV30™ up more than 100%. The company has traded over 35,000 options today in the first hour on total daily...
http://livevol.blogspot.com/2010/01/amzn-msft.html
You can see the obligatory vol crushes after earnings in both AMZN and MSFT. The discussion from yesterday setting up the pair trade is available...
MSFT is trading 29.07; AMZN is trading 124.74. Both have earnings today AMC. Note that MSFT IV30™ is 35 vs short term HV measures...
LIFE up after earnings. Strangle seller in Dec was dead right (for now). You can see details, trades, prices, vols and chart here:...
No problem... A little marketing now... Livevol Pro has an Earnings & Dividends Tab which tracks the vol and prices for the front two month...
I can't provide trade advice or anything even close to it as I am a MM on the exchange floor. Perhaps one way to think of it, without getting...
No hypothesis intended. As a volatility event approaches (earnings, news, etc) the month it occurs in naturally rises higher than others. It's...
Pre-earnings Vol Blog:<b> <a href="http://livevol.blogspot.com/2010/01/aapl.html">HERE</a></b> Post-earnings Vol Blog:<b> <a...
TM is trading 80.52 down more than $6. The IV30⢠is up 21%. The news, of course, is this: <b>From Seeking Alpha (a great newsletter...
Crazy front month skew on AAPL tablet rumor. Chart Here: http://livevol.blogspot.com/2010/01/bks.html
Note the vol crush in IV30â¢. A quick update on the last AAPL blog (yesterday pre-earnings). Click to read the original vol and skew post: <a...
SLXP is trading 28.74 with IV30™ up slightly. The company has traded over 10,500 options today in the first 2 hours on total daily...
It's all in the mood - if people still feel positive, it goes up no matter what - but the reverse is also true I think...
Separate names with a comma.