Option Pit and CBOE Livevol Announce Option Pit Custom Scans within the Livevol Platforms

July 19, 2016 03:31 PM Central Daylight Time

CHICAGO--(BUSINESS WIRE)--CBOE Livevol recently released in their analytics and trading platforms four new live options market scans designed in collaboration with Option Pit. The market scans use a combination of realized volatility, implied volatility and current price performance to help identify real-time actionable trading opportunities.

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Is this move a Turkey?

We had another day of near all-time highs with banks again leading the charge higher.  I think the IV is getting too cheap but that will be a story for the next blog.  I think the interesting story is coming out of Turkey.  Is it the real story or the non-story that is taking shape on the coup attempt for a NATO member?  The ETF that tracks the Turkish (TUR) market was down around 6% today.

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How cheap is post QE vol?

It seems since the August Flash Crash this is the cheapest volatility has gotten since before that time.  When I look at a vol chart it seems there is this year and last year.  When I look at BAC it is no exception.  There was last year’s IV and this year’s IV and now we have very low IV going into earnings.  I read this as the market expects little out of this earnings cycle.  Except someone forgot to tell the equity markets as  they have raced to new highs.

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