Author - optionsai

The Broader Markets Last Week – SPY was higher by about 1.6% last week, a move less than the 2.5% options were pricing. It was higher by more than 3% at one point...

The Broader Markets Last Week – SPY was higher on the week by 1%, a move less than the 3% move options were pricing. However, it was down by roughly 3.5% on Monday...

The Broader Markets Last Week – SPY was lower by nearly 6% last week. Options got caught flatfooted as they were only pricing about a 1.5% move. Implied volatility...

The Broader Markets Last Week – The SPY was essentially unchanged last week although it saw intra-week moves of close to 1.5% in either direction. Options were...

The Broader Markets Last Week – SPY finished last lower by about 1.9% (or about $9). That was more than the 1% move options were pricing. This Week – SPY...

The Broader Markets Last Week – SPY finished higher last week by about 0.8% (or about $4). That was slightly less than the 1.1% move options were pricing. Implied...

The Broader Markets Last Week – SPY finished last week 2.3% higher (or about $10). Following a week it was 2.3% lower. That was more than the 1.5% (or $7) options...

The Broader Markets Last Week – SPY finished last week 2.3% lower (or about $11). That was more than the 1.3% (or $6) options were pricing for the week. Implied...

The Broader Markets Last Week – SPY finished last week 3.5% higher (or about $16). That was more than the 2.4% (or $11) options were pricing for the week. Implied...

The Broader Markets Last Week – SPY finished last week down about half a percent (or $2). That was well inside the 2.4% (or $11) options were pricing for the week...