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Current Market Information from Paul Foster

Discussion in 'Equities' started by tom, Jul 9, 2014.

  1. tom

    tom Administrator Staff Member

    Paul Foster has been doing market research and monitoring for market makers for years at the CBOE. Paul sends out information about the market as he sees it happening during the trading day. There are usually 1-3 emails per day, depending on what's going on in the market.

    Please let us know if this is something you are interested in.

    Here is the latest email I just got from Paul a few minutes ago:

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    iPath S&P 500 VIX Short-Term Futures are recently down 57c to 27.62

    Active equity options trading on open according to Track Data: AAPL AA FB AMZN TSLA TWTR MU NFLX GG CELG

    American Airlines volatility expected to move on June traffic and outlook
    American Airlines volatility is expected to move on the company sees 2014 total system capacity up 3% vs. last year. Overall option implied volatility of 45 is above its 26-week average of 37 according to Track Data, suggesting large price movement.

    Gogo volatility low on wide two-day price movement
    Gogo July call option implied volatility is at 66, August is at 70, November is at 68; compared to its 26-week average of 75 according to Track Data, suggesting decreasing price movement.

    Textron July volatility elevated into Q2 and outlook
    Textron July call option implied volatility is at 42, August is at 29, December is at 27; compared to its 26-week average of 28 according to Track Data, suggesting large near term price movement into the expected release of
    Cree calls active on renewed takeover speculation

    Cree July weekly 51 calls and July 52 calls are active on total call volume of 4500 contracts (200 puts) on renewed takeover speculation. July weekly call option implied volatility is at 56, July is at 41, September is at 44, December is at 39; compared to its 26-week average of 39 according to Track Data. Active call option volume suggests traders taking positions for large price movement.
     

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