options trading

AAPL Vol is TOO Cheap

Yesterday, we commented how we thought AAPL vol looked like a buy (we were right).  Well today, if you aren't looking at AAPL and trying to buy premium you are a total jerk, it is that underpriced.  VXAPL the VIX of AAPL is at 2 year lows, and if I go back, we are really talking about near decade lows...time to buy


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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.


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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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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.

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