Wait ‘Til Barron’s Sees This!
This past weekend, a friend of mine, Erin, who writes the Striking Price for
Barronâ€™s, spoke of how the CBOE will be listing a volatility index (similar to
the VIX they display on the OEX) on the NDX. Funny, but at 1010WallStreet.com
weâ€™ve had a volatility matrix for the top ten most active index options for
months. I guess Iâ€™ll have to drop my friend a note to keep her abreast of
whatâ€™s going on.
Shortly, we will also have 60-day historic volatility of each of these indexes
so we can display not only where the volatility is, but also where it is
relative to its recent history.
Real-Time Volatility Matrix:
Obviously the market liked
the good news from Intel Corp.
PowerRating), Palm Inc.
and Juniper Networks Inc.
PowerRating) last night. In particular, Iâ€™d
call your attention to JNPR options, as $ Weighted Call to Put volume
over 4:1 is a significant departure from the norm in that option class.
Real-Time Highest Dollar-Weighted Calls: