by Chris White | Feb 29, 2020 | Uncategorized
Last week was a volatile one in the markets as the S&P500 index ETF (SPY) gapped down on Monday and continued to sell-off all week. The ETF hovered at the 30 day expected move lower band on Tuesday and Wednesday and then gapped down through it on Thursday and sold...
by Chris White | Feb 24, 2020 | Uncategorized
Update on $SNAP Last week I wrote a post describing the upcoming Expected Move in $SNAP based on the options 30 day Implied Volatility (IV) number. I will be following the stock for 30 days and providing weekly updates on both the stock and options price movement....
by Chris White | Feb 15, 2020 | Expected Move
Options IV and HV Rank Template $SNAP rose to the top of the Options IV and HV Rank template on Friday indicating that the 30 day implied volatility is the lowest it has been in a year. That means options premiums are the cheapest they have been in a year and that the...
by Chris White | Feb 1, 2020 | Expected Move, Spotlight
New Volatility Last week was a volatile one in the markets compared to the recent low volatility environment we have been experiencing during the melt-up of the SPY index. As you can see from the above chart, SPY has been hugging the upper expected move band during...
by Chris White | Dec 9, 2018 | Spotlight
The %B Migration report shows how the various stocks within the selected symbol list are moving between %B...
