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OFF - Options For Free

OFF Trade in Southern, $SO #backspread #options

2013-11-19 backspread,  options,  SO,  Southern

Calendar Backspread: SO sell JAN14 40 calls @ 2.65, buy FEB14 45 calls @ 0.25, ratio 10.2. Event P&L /

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Indicator ScoreCard

Weakness Among Asset Classes – Exception Being QE Supported US Equities

2013-11-14 asset classes

The action across asset classes has been muted recently – however – EQ US still supported and in overbought territory.

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Trend Phases

New Entrants in ‘Bear’ Mode e.g. FI EM Govt Bonds

2013-11-06 asset classes,  bear mode,  trends

Multiple new entrants in ‘Bear’ Mode among asset classes. For details see the Trend Mode Report.

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Earnings Revision

Earnings Revision Ratio Enters U/N Quadrant

2013-10-31 earnings revision,  S&P 500

The S&P 500 Earnings Revision Ratio has entered the U/N Quadrant. This is short-term positive for stocks. Check the report Earnings

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Trend Phases

New Bear Mode Entry – CO Agriculture

2013-10-29 agriculture,  asset classes,  trends

CO Agriculture has entered Bear Mode. For details, check the Trend Mode Report.

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Overbought/Oversold

Overbought/sold Asset Classes

2013-10-28 asset classes,  overbought,  oversold

Given recent market action – which asset classes are overbought/sold? Check out the O/O Report.

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Profit Protection

Protect Profits in EQ US Technology

2013-10-21 options,  QQQ

Profit Protection Overlay: protect profits in EQ US Technology, $QQQ, roll #options MAR14 77 calls to MAR14 81 calls. PPO details.

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Trend Phases

Trend Space

2013-10-21 asset classes,  trends

Top-sided Trend Space across asset classes. Trend Index at 95% and only CO Precious Metals in Bear Mode. For details,

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Academic Insight

Asymmetric Volatility Risk: Evidence from Option Markets

2013-10-20 implied correlation,  SPX,  VIX,  volatility

Author(s): Jens Jackwerth, Grigory Vilkov Date: September 23, 2013 Abstract: Using non-parametric methods to model the dependencies between risk-neutral distributions of the market index

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OFF - Options For Free

OFF Trade JWN

2013-10-09 options

Calendar #Backspread: $JWN sell NOV13 55 calls @ 2.52, buy JAN14 65 calls @ 0.29, ratio 8.4. Event P&L /

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