Daily Options Report

Win And Ye Shall Come

Adam Warner — Mon, 18 May 2009 11:36:56 -0400

So far so bad for Yankee Stadium. $2600 seats and a Wall Street recession don't mix. Nor did a rather sloppy start. Business Insider has a plan though (hat tip Abnormal ). read more »

GOOG on a String

Adam Warner — Wed, 04 Mar 2009 12:35:05 -0500

Big academic paper out regarding GOOG options pinning (hat tip Don Fishback ). Here's the abstract. read more »

Afternoon Rant Time

Adam Warner — Mon, 02 Feb 2009 14:43:00 -0500

OK, I can't let this idiocy go unchecked, Yes, it's Permanent Bonus Debate Time. read more »

We've Moved!

Adam Warner — Fri, 07 Aug 2009 16:36:23 -0400

All posting now at Our New Home. Please adjust your bookmarks to http://www.dailyoptionsreport.com/ Thank You Adam
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Relative Blahs

Adam Warner — Wed, 29 Jul 2009 10:12:42 -0400

I have RSI(2) set as a default on Stockcharts, so generally when a pop a chart up on these pages, it is included. But of course, did not actually notice the unique string of readings over 90 the past couple weeks in the SPX. This from Michael Stokes at MarketSci Blog. The S&P 500 h
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Tomorrow Never Knows

Adam Warner — Tue, 28 Jul 2009 13:36:00 -0400

So if you wake up tomorrow and click on this site you may notice it looks a bit different. Yes, we're leaving this popsicle stand for...... a slightly larger popsicle stand with a real address. The bookmark you use now should still work, but will give you updated address info when it's official
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Dispersion Time?

Adam Warner — Tue, 28 Jul 2009 06:18:00 -0400

Yes kids, this hair dispersion was pretty normal not that long ago, lol. As to options, we touched on the concept of the Dispersion Trade yesterday, but just wanted to go a bit more in depth for those not familiar as it has an intriguing setup now. The idea is to go long options gamma in indi
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Timely Trading Halt

Adam Warner — Mon, 27 Jul 2009 13:34:27 -0400

Haven't heard of a ban this serious since Kramer was barred from buying fresh fruit from the local stand. This from The Unnamed Blogger Known As Moronic. IMPORTANT NOTICE: Inverse, Leveraged and Inverse-Leveraged Exchange Traded Funds are no longer available for new or additional purchas
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The VIX Ship Be Sinkin'

Adam Warner — Mon, 27 Jul 2009 09:54:00 -0400

Did that persistent premium in the VIX August futures tell represent smart money "knowing" the early summer VIX dip was a mere blip? How about all those cheapie VIX call buyers, you know, the one's that loaded up on the Augs and Seps with 45 and above strikes? Well, as to the former, that premi
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The Year In VIX

Adam Warner — Sun, 26 Jul 2009 23:04:00 -0400

So flash back one year ago. Before the financial system nearly imploded, it was rather calm. Cramer called a housing bottom (well, that doesn't really disinguish is from the other 10 housing bottoms) . And the VIX was almost exactly where it sits now. In light of this whole correlation excite
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