Equity markets have been focused on inflation for some time and the result has been extra volatility for US stocks on CPI days over the past twelve months. The table below is a summary of price ...
Microsoft reported earnings after the market close on July 30, and on July 31 the stock has exploded to the upside. Leading into the earnings, the option market had priced the near-term straddle at a ...
The 20-day historical volatility (HV) has fallen below 6% for the first time in over a year This week, I’m examining two volatility measures on the S&P 500 Index (SPX). The 20-day historical ...
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