0.01Open0.02Pre Close1 Volume98.23K Open Interest13.50Strike Price1.00Turnover118.00%IV32.25%PremiumSep 18, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.01Extrinsic Value100Contract SizeEuropeanOptions Type-0.0117Delta0.0087Gamma1991.00Leverage Ratio-0.0065Theta-0.0001Rho-23.33Eff Leverage0.0009Vega
CBOE Volatility S&P 500 Index Stock Discussion
Aug. Unemployment Rate: 4.2%, [Est. 4.2%, Prev. 4.3%]
Aug. Average Hourly Earnings (MoM): 0.4%, [Est. 0.3%, Prev. 0.2%]
Aug. Average Hourly Earnings (YoY): 3.8%, [Est. 3.7%, Prev. 3.6%]
BLS: The change in total nonfarm payroll employment for June was revised down by 61,000, to +118,000, and the change for July was down by 25,000 to +89,000. With these revisions, employment in June and July combined is 86,000 less than previously repo...
Is this September doing its September thing?
Tread carefully.
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Last week's initial jobless claims fell to 227,000, the lowest since early July, while continuing claims dropped to a three-month low.
U.S. Challenger layoffs for August reached a 15-year high, while year-to-date hiring hit record lows. In August, layoffs reached 75,891, a 1% year-on-year increase, down from the p...
• SPY Puts Strategy: I plan to enter SPY puts anticipating continued market declines. I will adjust my positions based on price action, with profit-taking targets as VIX approaches 24 and 25.5.
• SPY Calls Strategy: Once VIX reaches 25.5, I’m expecting a reversal and will be looking to enter SPY cal...
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