SignalPlus Vol Commentary (11 Apr 2024)
The full-scale higher-than-expected US CPI data yesterday (10 APR) dealt a heavy blow to the market. Specifically, the March CPI increased by 3.5% year-on-year, higher than both market expectations and…
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Advanced Options Learning
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SignalPlus Vol Commentary (12 Jan 2024)
Yesterday (January 11th), the annual rate of the U.S. CPI for December was recorded at 3.4%, exceeding the expected 3.2%. The monthly rate was recorded at 0.3%, also slightly higher…
SignalPlus Vol Commentary
Yesterday (December 19th), Richmond Fed President Barkin, who will have a voting right in next year’s FOMC, made a statement indicating that the Federal Reserve has made good progress in…
Demystifying Volatility Term Structure in Options Trading
Introduction Volatility term structure describes how implied volatility levels vary across different expiration dates for options on the same underlying asset. Understanding the dynamics of volatility term structures provides critical insights…
Demystifying Volatility Skew in Options Trading
Introduction Volatility skew is an important options market anomaly that all traders should understand. It describes the difference in implied volatility levels between out-of-the-money (OTM) put and call options with the…