Observations & Insight The Spread - Week of 12/4 - 12/8 JohnLothianNews.com A JLN debut! The Spread is a brief weekly recap of some of the notable activity in the options world. (It won't always be this crypto heavy - we swear.) The following are stories...
historical volatility
The Crowded Short Vol Trade; Earnings drive swings; Monthly volumes
Observations & Insight Cboe Throws Launch Date Punch at Crosstown Rival CME Spencer Doar - JLN Aren't people supposed be getting into holiday mode? Isn't December supposed to be slow, with nothing but junior staff running around trying not to mess things up? In...
The Low Vol Puzzle; Post Bank say BOJ should sell puts; Buying dips
Observations & Insight FANG+ Puts the UMPH Back into the Markets and Exchange Competition John Lothian - JLN Hallelujah! The magical power of innovation from exchange competition in Chicago is alive and well after a noticeable absence. The NYSE FANG+ index at ICE...
Volatility Is World’s Undervalued Asset; Acting Like Risk Doesn’t Exist
Lead Stories Volatility May Be the World’s Only Undervalued Asset Class Doug Kass – RealClearMarkets I have argued that risk is underpriced because in large measure of the structural changes in the markets and participants positioning. Risk is an ever-present...
VIX Bits: The Thermometer Isn’t Broken
On the 30th anniversary of the ‘87 market crash last week, Cboe, in collaboration with ProShares, hosted a panel discussion “Current Dynamics of the VIX Market.” There was a lot to glean - from the applications of VIX ETPs to unique...
Exceed targets Cboe in trade secrets case; New options broker Matrix eyes China; Risk Alchemy
Lead Stories Exceed Investments targets Cboe Options Exchange in trade secrets case Maria Nikolova - FinanceFeeds Exceed accuses Cboe Options Exchange of Fraudulent Inducement, Promissory Estoppel, Breach of Contract, Misappropriation of Trade Secrets, and violations...
John Lothian Newsletter
Today’s Newsletter
How Many Americans Will Ayn Rand Kill? Liberty doesn’t mean freedom to infect other people; EU explores tougher curbs on City hedge fund managers
First Read $9,041/$300,000 (3%) How we think and what we think about Peak6 is about to change By John J. Lothian Peak6 was founded as a proprietary trading firm in Chicago by Matthew N. Hulsizer and Jennifer Just. We might think of Peak6 as the firm with the...
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JLN Options Newsletter
Today’s Newsletter
If Trump’s Election Prospects Were an Option, It Would Be Out-of-the-Money; Bitcoin’s market run-up sends options to all-time high for open interest
If Trump’s Election Prospects Were an Option, It Would Be Out-of-the-Money; Bitcoin’s market run-up sends options to all-time high for open interest
Everything you need to know about Options Today