Author - optionsai

This past week, options prices hit their lowest level since before the pandemic with the VIX dropping below 16 at one point, coinciding with a new all-time high in the...

The Broader Markets Last Week – SPY finished the week inside its expected move, up less than a half a percent vs the 1% move options were pricing. The VIX was down...

Gamestop (GME) reports earnings Wednesday after the close. Options expiring this week are pricing about a 20% move in the stock. With the stock near $295 (at the time of...

The Broader Markets Last Week – SPY finished the week inside its expected move, up about 0.5% vs the 1% move options were pricing for the week. The VIX was...

Meme Stocks Meme stocks are front and center this week with wild moves (and AMC using the opportunity to offer more shares). AMC stock was lower on the share offering...

The Broader Markets Last Week – SPY finished the week inside its expected move, up 1.1% vs the 1.4% move options were pricing. The VIX was down on the week, into...

Nvidia and Snowflake report after the bell Wednesday. The options market is pricing just under a 4% move for Nvidia and just under a 7% move for Snowflake. Nvidia...

The Broader Markets Last Week – SPY finished the week inside its expected move, down about 0.5% vs the 1.5% move options were pricing for the week. The VIX closed...

The market has seen option volatility (as measured by the VIX) as low as 16 and as high as 27 in the past two weeks. Rising or declining implied volatility can affect...

The Broader Markets Last Week – SPY was down by about 4% at one point during the week but closed the week lower by only about 1.5% vs the 1% move options were...

A stock set to report earnings has options pricing in a certain expected move based on the uncertainty surrounding the earnings release. This can lead to elevated...