Twenty one option underlyings ranked by implied volatility against their own past year, with the extremes at the 9 October ...
While anticipation of the Wednesday US CPI release is high, given the FOMC’s emphasis on inflation rather than the labour ...
Index volatility sank towards a quarterly low on Friday while SKEW rose to within 0.15 of its three-month high.
Commodities recover as fuel tightness and resilient gold demand offset macro headwinds, while rising geopolitical risks and a ...
ASML reports on 14 October. Options price a move of about 6.5%. See how that compares with ASML's own history and three ...
Chip doubts cut the Nasdaq 100 1.39% while the average S&P stock rose. SKEW, VXN and the front of the curve took the bid.
The same priced move can mean a lot for one bank and very little for another.
The US midterms may shape the market narrative, but they are unlikely to decide the whole market on their own. For investors, ...
Hawkish minutes and a 24-year high in yields were the cited trigger. Spot VIX firmed 0.47% to 15.08, while VIX1D jumped 7.02% to 9.30 and VIX9D eased 2.08% to 11.78. VVIX rose 0.71% to 83.18 and VXN ...
Our Q3 earnings scorecard launches: 21 names, priced move against own history. The S&P fell 0.22% while the average stock fell 0.78%.
Gold remains resilient despite surging bond yields and a stronger dollar, as persistent ETF demand highlights growing ...
An options toolkit for earnings season: eight structures matched to five reads on the move the market prices in, from iron ...