The CME FedWatch Tool analyzes the probability of FOMC rate moves for upcoming meetings. Using 30-Day Fed Fund futures pricing data, which have long been relied upon to express the market’s views on the likelihood of changes in U.S. monetary policy, the tool visualizes both current and historical probabilities of various FOMC rate change outcomes […]
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Volatility skew refers to the fact that options on the same underlying asset, like a stock or a future, with different strike prices, but which expire at the same time, have different implied volatilities. Implied volatility can be explained as the uncertainty related to an option’s underlying stock, and the changes triggered in different options’ trading prices. Puts […]
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Volatility skew refers to the fact that options on the same underlying asset, like a stock or a future, with different strike prices, but which expire at the same time, have different implied volatilities. Implied volatility can be explained as the uncertainty related to an option’s underlying stock, and the changes triggered in different options’ trading prices. Puts […]
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Did you know that you can import live ThinkOrSwim data directly into an excel spreadsheet? You can! Click the video below as I explain how to use this functionality with a specific example using our Inside Bar spreadsheet Grab a free day pass to one of our live signal trading rooms today>>http://bit.ly/nl-freepass Follow me on […]
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You may have heard of the terms simple and compound accruals. What does it mean and how is it important to one’s trading account? Click the video below as I explain both of these concepts and how to apply them to your trading and risk methodologies. Follow me on Twitter @MikeShorrCBOT
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Although not strategies that we employ in the Short-Term Options Room, straddles and strangles can be very viable options strategies if used in the right circumstances. Click the video below to hear about the similarities and differences between the two strategies and when the best time to use them is. Grab a free day pass […]
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An option’s gamma is a measure of the rate of change of its delta. The gamma of an option reflects the change in the delta in response to a one-point movement of the underlying stock price. Like the delta, the gamma is not a static measure. It is constantly changing, even with tiny movements of the […]
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Mathematically speaking, Cost of carry (COC) is the annualized interest percentage cost for a futures contract versus a similar position in cash market and carried to maturity of the futures contract, less any dividend expected till the expiry of the contract. Imagine you had to buy a commodity and store this for future delivery for […]
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Although not strategies that we employ in the Short-Term Options Room, straddles and strangles can be very viable options strategies if used in the right circumstances. Click the video below to hear about the similarities and differences between the two strategies and when the best time to use them is. Follow me on Twitter @MikeShorrCbot […]
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An option’s gamma is a measure of the rate of change of its delta. The gamma of an option reflects the change in the delta in response to a one-point movement of the underlying stock price. Like the delta, the gamma is not a static measure. It is constantly changing, even with tiny movements of the […]
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