options mentoring

AAPL We've Lost that Loving Feeling

Apple Inc reports earnings tonight, and no one cares.  Thats not to say no one,  but the big money is sitting it out.  No one is buying options into the event.  IV30, ahead of earings is in the 15th percentile, and is DOWN today into the announcement. Noticethe difference in IV between this and the last earings report.


Blog Image: 

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.

Blog Image: 

Bond Vol is Too Cheap

In the last two days this blog has had two trade ideas:  S&P vol is too cheap (even cheaper now) and Oil vol is too expensive (which it is).  Moving into fixed income,  one can see that the dog wagging the tail of S&P 500 movement is bonds.  Take a look at realized vol in the bonds and how much bond IV has increased (this is TLT).  Bond vol has slowly rallied,  but is still too cheap,  We like buying TLT premium and/or TLT calendar spreads.

Blog Image: 


Subscribe to options mentoring