Wait ‘Til Barron’s Sees This!
This past weekend, a friend of mine, Erin, who writes the Striking Price for
Barron’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
we’ve had a volatility matrix for the top ten most active index options for
months. I guess I’ll have to drop my friend a note to keep her abreast of
what’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.
(
INTC |
Quote |
Chart |
News |
PowerRating), Palm Inc.
(
PALM |
Quote |
Chart |
News |
PowerRating)
and Juniper Networks Inc.
(
JNPR |
Quote |
Chart |
News |
PowerRating) last night. In particular, I’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:
