This bull run has been going on since the 8th of February. A very long time without a correction in these uncertain times. In watching the market action I have been surprised at the down days. In-spite of the late January scary correction and market shocks that I would expect to send the S&P 500 down a percent or two, the market has shown remarkable …
The spreadsheets (XLS or XLSX format) that can be purchased below backtest CVOL from Jan 2009 to December 2010. Approximately one and half months of real CVOL date was available when this spreadsheet was created, and the match to the backtesting was good.
Links to a few selected pre-generated reports are shown below: DIA dividend history DVY dividend history IWM dividend history JNK dividend history LQD dividend history SPY dividend history TIP dividend history XLP dividend history XLU dividend history If you need dividend history on a non iShare / SPDR fund or stock then I recommend the DividendInvestor site.
Next CBOE Weeklys listings and expiration The expiration dates for 2011 / 2012 Equity options are: [table id= 31 /] Source: OCC and CBOE option expiration calendars
For the next SPY ex-dividend date and estimated dividend go here. SPDR’s 19-Mar-2010 dividend update reportsSPY’s March 2010 dividend as $0.48 (I had estimated $0.52). The pay date will be 30-April-2010. The ex-dividend date is today, 19-March-2010.
