Originally posted 10-Jan-2012 One forecaster has correctly predicted the S&P 500 year-end close within an average of 2% for the last 4 years: Year End Estimated Actual % Difference 31-Dec-08 879.82 903.25 +2.66% 31-Dec-09 1111.92 1115.1 +0.286% 30-Dec-10 1211.92 1257.88 +3.79% 30-Dec-11 1248.29 1257.60 +0.75% 31-Dec-12 1418.30 ?? This forecast is not from a human, or a computer program—it’s the year-end closing value …
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Since the CBOE’s introduction of Weekly options, our opportunities to take advantage of expiration day dynamics have quadrupled for many stocks/indexes. Depending on your position, it is fascinating/horrifying to watch the premium collapse on options in their last couple hours of trading. Jeff Augen in SFO weekly has written an interesting article (New Approach to Trading on Expiration Day) on some of the underlying mechanisms behind …
One of the persistent characteristics of the CBOE‘s VIX® index is the Christmas Effect—the tendency for VIX to drop down to relatively low levels during the Christmas holidays. The CBOE’s VIX volatility December futures predict this drop for months in advance, and it has come to pass again this year. I am aware of at least three possible explanations for this: Option market makers and others …
There are quite a few conservative investment strategies that deliver a good return if the underlying security doesn’t move much. Covered calls and dividend collection are two that come to mind. These strategies are conservative in the sense that they don’t require the security to go up in order to be profitable—in fact a stable price is just fine. However, if the market …
