18 Jun 2018

Signs Of Fatigue Showing Up On S&P 500

by | posted in: Derivatives, Economy, Equities, Technicals | 0

Large- and small-cap divergence continues.  Versus the Russell 2000 and the Nasdaq 100, the S&P 500 is beginning to show signs of fatigue. Large-caps continue to fall behind small-caps.  Not to mention tech.  The S&P 500 large cap index was … Continued

26 Jul 2016

Open Interest In VIX Options Call-Heavy in August, September

by | posted in: Derivatives, Equities, Technicals | 0

In the August expiration, the amount of call open interest in VIX heavily outweighs that of puts.  Put open interest, represented by the red bars in Chart 1, is decent in near-the-money or slightly-in-the-money strikes, but pale in comparison to … Continued