NFTRH57 went in depth on a broad spectrum of market indicators and short term scenarios. One of which included the oh so satisfying state of the VIX. But really, we don't expect the bull case to just fold up its tent and go home, now do we? No, maybe we expect a little more earnings hype, a lit ... Read more

OK, here's a perfect example of the modest statistical quirks in the VIX that makes tracking each tweak to the penny a bit of a waste of time. The SPX is slightly up, under .5% as I type. VXX, the ETN that proxies for a 30 day VIX future is down .5%. That's beyond in line, that's almost perfect ... Read more

In an " efficient market ", all stocks are fairly priced by the market. If the US stock markets are efficient, and many finance industry professionals believe this to be the case, one cannot generate index-beating returns except through luck. However, if we were in an efficient market, it ... Read more

Kroeger (KR) reported Q4 and year end sales pointing out same store sales and margins are up. Which, is good news of course. They keep cautioning that some of their numbers do not include fuel. This does make sense because of the volatility. Kroeger provides some supplemental tables that attempt to ... Read more

FINTAG COMMENT Up and down. I do find the news rather funny these days. If markets go up or down during a day, there has to be a reason. In fact any movement has a causal effect and it is the constant obsession and fretting about what causes these changes that perplex quants and stock pickers ... Read more

Melissa has emerged from maternity leave to....well not whatever she's doing in this picture, but vacation in Miami apparently according to these pics. OK, this from Bloomberg. Options investors are paying twice this decade’s average to protect against losses in U.S. stocks through ... Read th ... Read more

We noted last week that based on analysis of 10-Day historical volatility vs. 30-day implied volatility, options just exhibit too much Fear these days. Or better stated, they are ahead of themselves and have already more than priced in the current uptick in stock volatility. But the 10-day ... ... Read more

News flash: Formerly hot stock sees price tumble, volatility explode. Then two month's later, volatility has halved from the top, while stock volatility itself falls off a cliff. OK, if you've seen this movie before, it's because this is exactly the pattern in any stock that has a pulse. ... R ... Read more

Somewhere between the moon and New York City, DRYS has gone nuts again. Implied volatility north of 200. The stock still has a 10 full, so one would think you can short the options board. But as always seems the case when you get options that high, the stock trades at even more absurd volatility ... Read more