SPY Expected Move Feb 28th

Last week was a volatile one in the markets as the S&P500 index ETF (SPY) gapped down on Monday and continued to sell-off all week. The ETF hovered at the 30 day expected move lower band on Tuesday and Wednesday and then gapped down through it on Thursday and sold...

$SNAP Expected Move Update 1 Feb 23 2020

Update on $SNAP Last week I wrote a post describing the upcoming Expected Move in $SNAP based on the options 30 day Implied Volatility (IV) number. I will be following the stock for 30 days and providing weekly updates on both the stock and options price movement....

$SNAP Expected Move Feb 14th 2020

Options IV and HV Rank Template $SNAP rose to the top of the Options IV and HV Rank template on Friday indicating that the 30 day implied volatility is the lowest it has been in a year. That means options premiums are the cheapest they have been in a year and that the...

SPY Expected Move Jan 31 2020

New Volatility Last week was a volatile one in the markets compared to the recent low volatility environment we have been experiencing during the melt-up of the SPY index. As you can see from the above chart, SPY has been hugging the upper expected move band during...