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The Ticker District

Posts By: Dan Nathan

Dan: SPDR Senses Tingling (SPY)

By - - Equities on February 17, 2017 3:17 PM 0 Follow-Ups
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As we’ve mentioned a few times recently (most recently here and here), volatility in the broader market is at a historically significant low level, both realized and in the price of options. On the realized vol front, or how much the market is moving day to day, the SPX has gone 48 consecutive trading days […]

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Dan: Vol-Cano?

By - - Equities on February 14, 2017 2:21 PM 0 Follow-Ups
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Yesterday morning I highlighted the implied weekly movement in the etf that tracks the S&P 500 (SPY): Implied Movement in the SPY, as of a $231.50 close, the SPY Feb 17th weekly straddle (call premium + put premium) went out offered at $1.81, if you bought that and the implied movement for the week you […]

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Dan: $XOP til You Drop

By - - Equities on February 8, 2017 3:17 PM 0 Follow-Ups
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Earlier today my pal BK argued If Oil Breaks $50 The Investing Game Could Change: The predominant theme in the markets is the “reflation” trade. For those who have been living in a Scientology compound since November 2016, the reflation narrative goes something like this -> the global economy was improving before the election; Trumponomics […]

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