At first glance, Charts 1 and 2 look identical. With a slight difference. The red line is represented by the S&P 500 large cap index in both. The green bars are different. In Chart 2, these bars represent non-commercials’ weekly … Continued
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
Next week, the FOMC meets. The two-day meeting, the year’s last and a highly anticipated one, ends Wednesday. A rate hike is widely expected. The fed funds rate has been stuck near zero for the past nine years. Markets currently … Continued
In the latest reporting period, there was a big drop in short interest on IWM, the iShares Russell 2000 ETF. It dropped 10.1 percent period-over-period to 118 million shares – the lowest since the middle of August. Shorts had been … Continued
Traders – the good ones – must be having a field day. Stocks are swinging wildly. IWM, the iShares Russell 2000 ETF, fell 11 percent during August 17-24, then rallied nearly 10 percent by September 17, fell again – nearly … Continued
Mon’s 35-percent rally in VIX rare – largest since 43-percent surge mid-Apr 2013 After weeks of suppression, VIX:VXV spikes into overbought zone – worth watching Not much change in Jul call open interest on Mon vs Fri; ATM put IV … Continued