Today euro futures options expiration day 6EJ6 with over 28,000 calls in the money of which over 3,000 calls at 1.1400 and a bit shy below 3,000 calls at 1.1350.
At-The-Money (ATM) options implied volatilities changes for CME futures markets:
Significant increase of ATM volatility in: e-mini SP500 and gold futures options.
Significant decrease of ATM volatility in:futures options.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-implied-volatility-analysis-2016-apr-7th
If you read this thread then you could read our posts this week about many calls in the money for 6EJ6 options on Euro Jun 2016 futures contract that had monthly option expiration day yesterday on Friday, Apr 8th 2016.
Now we are posting a screenshot for more visual presentation to back our words.
For option writers (usually big banks) it would be ideally if Euro Jun 2016 futures price would settle on Apr 8th 2016 below 1.1350 but with EU indices losing more than US indices this caused bullish euro sentiment. Lowest price of euro futures this week was 1.1349 on Wednesday, Apr 6th 2016 with FOMC meeting.
For full analysis with commentary (and Open Interest pic in full size)…
…VISIT original blog post at
https://investingpit.com/cme-max-option-pain-analysis-for-6ej6-euro
Euro futures options expiration day is behind us but 1.1500 will still be significant resistance for some time especially if US indices starts tanking faster than EU indices.
What has happened in prior trading day in first 3 to expire CME futures monthly options contracts?
At-The-Money (ATM) options implied volatilities changes for CME futures markets:
Significant increase of ATM volatility in: crude oil futures options.
Significant decrease of ATM volatility in: e-mini SP500, gold, silver and euro futures options.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-implied-volatility-analysis-2016-apr-8th
OTM volatility still confirming strength of yen and looks like pound is next to create momentum for a bearish sentiment by Sep 2016.
What has happened in prior trading day in first 3 to expire CME futures monthly options contracts?
At-The-Money (ATM) options implied volatilities changes for CME futures markets:
Significant increase of ATM volatility in: crude oil, e-mini Sp500, gold, silver, pound and aussie futures options.
Significant decrease of ATM volatility in: yen futures options.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-implied-volatility-analysis-2016-apr-11th
Most bullish potential (looking next 3 months) is in silver & yen while most bearish in stock indices & GBP or risk off (fear) sentiment in the play.
What has happened in prior trading day in first 3 to expire CME futures monthly options contracts?
At-The-Money (ATM) options implied volatilities changes for CME futures markets:
Significant increase of ATM volatility in: silver futures options.
Significant decrease of ATM volatility in: yen, gold and e-mini SP500 futures options.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-implied-volatility-analysis-2016-apr-12th
For option writers (usually big banks) it would be ideally if e-mini SP500 Jun 2016 futures price would settle below 2,050 on Apr 15th 2016 which didn’t work this time with ES Jun 2016 futures price settled at 2,075.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/cme-max-option-pain-analysis-for-esj6-sp500
On Friday, Apr 15th 2016 crude oil had a big increase in bearish sentiment looking just price action of CME CL futures options. To no surprise this week started with a crude oil opening gap lower.
What has happened in prior trading day in first 3 to expire CME futures monthly options contracts?
At-The-Money (ATM) options implied volatilities changes for CME futures markets:
Significant increase of ATM volatility in: crude oil, yen and AUD futures options.
Significant decrease of ATM volatility in: gold and e-mini SP500 futures options.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-implied-volatility-analysis-2016-apr-15th
Barrier option in AUDUSD at 0.7800 for now holding with high of the day at 0.7796 forming a 10 months high.
News about potential more printing from BOJ start spreading into full buy anything with biggest gainer silver and stock indices.
What has happened in prior trading day in first 3 to expire CME futures monthly options contracts?
At-The-Money (ATM) options implied volatilities changes for CME futures markets:
Significant increase of ATM volatility in: no futures options.
Significant decrease of ATM volatility in: crude oil futures options.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-implied-volatility-analysis-2016-apr-18th
Yesterday was all about selling yen on a news of probably more printing from Bank of Japan and pushing every financial market higher on more greed sentiment.
What has happened in prior trading day in first 3 to expire CME futures monthly options contracts?
At-The-Money (ATM) options implied volatilities changes for CME futures markets:
Significant increase of ATM volatility in: silver futures options.
Significant decrease of ATM volatility in: crude oil, euro, yen, GBP and AUD futures options.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-implied-volatility-analysis-2016-apr-19th
Silver confirming most bullish sentiment this year in financial markets by CME futures options price action.
What has happened in prior trading day in first 3 to expire CME futures monthly options contracts?
At-The-Money (ATM) options implied volatilities changes for CME futures markets:
Significant increase of ATM volatility in: no futures options.
Significant decrease of ATM volatility in: gold and AUD futures options.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-implied-volatility-analysis-2016-apr-20th
As long as BOJ is on schedule to keep printing more yen then play of the week/month will be BUY Nikkei 225 and SELL YEN = BUY USD/JPY.
What has happened in prior trading day in first 3 to expire CME futures monthly options contracts?
At-The-Money (ATM) options implied volatilities changes for CME futures markets:
Significant increase of ATM volatility in: silver and gold futures options.
Significant decrease of ATM volatility in: no futures options.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-implied-volatility-analysis-2016-apr-21st
I talked about BUY USD/JPY in previous post on Apr 22nd (USD/JPY closed that day over 200 pips higher).
Let’s see what was price action that day by options traders.
What has happened in prior trading day in first 3 to expire CME futures monthly options contracts?
At-The-Money (ATM) options implied volatilities changes for CME futures markets:
Significant increase of ATM volatility in: yen futures options.
Significant decrease of ATM volatility in: e-mini SP500, crude oil and AUD futures options.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-implied-volatility-analysis-2016-apr-22nd
Today SOK6 silver options expiration day.
[B]Over 1,000 contracts of $17.00 call options still in play[/B] which will make option writers motivated to settle Silver May 2016 futures price today below $17.
Also over 850 contracts of $16.75 call options look juicy and don’t be surprised if settled price today gets below $16.75.
Currently Silver May 2016 futures price at $16.92
Not much action yesterday in options market – only slightly leaning towards drop in e-mini SP500 with still many 2,100 calls waiting to get in the money.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-implied-volatility-analysis-2016-apr-25th
Key for yesterday’s gold & silver futures options expiration was silver May 2016 futures price to stay below $18.00 (high this month was $17.72) and gold Jun 2016 futures price below $1,275 (high this month was $1,272.4).
This held perfectly.
What has happened in prior trading day in first 3 to expire CME futures monthly options contracts?
At-The-Money (ATM) options implied volatilities changes for CME futures markets:
Significant increase of ATM volatility in: crude oil and yen futures options.
Significant decrease of ATM volatility in: silver futures options.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-implied-volatility-analysis-2016-apr-26th
Options traders yesterday were right once again going for bullish JPY = Sell Nikkei 225 (today down over 6% already). Yen up almost 3%
What has happened in prior trading day in first 3 to expire CME futures monthly options contracts?
At-The-Money (ATM) options implied volatilities changes for CME futures markets:
Significant increase of ATM volatility in: crude oil futures options.
Significant decrease of ATM volatility in: gold futures options.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-implied-volatility-analysis-2016-apr-27th
1 day bullish sentiment increase of out-of-the-money options for euro and yen = selling of Japanese stock index Nikkei 225 and European stock indices Eurostoxx 50 and Dax 30.
What has happened in prior trading day in first 3 to expire CME futures monthly options contracts?
At-The-Money (ATM) options implied volatilities changes for CME futures markets:
Significant increase of ATM volatility in: e-mini Sp500 and AUD futures options.
Significant decrease of ATM volatility in: crude oil, gold, silver, euro, yen and GBP futures options.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-implied-volatility-analysis-2016-apr-28th
Daily forex spot option expiries at 10am New York time (2pm GMT).
Option expiration date: [B]Apr 29th 2016[/B]
Let’s see which currency pairs have at least $1 billion worth of options expiring today.
USDJPY 106.10 (1.1 bn)
EURUSD 1.1400 (1 bn)
GBPUSD 1.4600 (1.1 bn)
Forex Spot EURUSD Barrier Option at 1.15
6EK6 1.15 euro calls expire on Friday.
[B]Read more at[/B]
https://investingpit.com/forex-spot-eurusd-barrier-option-at-1-1500-may-2nd-16
