Aug, 09, 2019
By Lawrence G. McMillanIn our market commentary for the past few weeks, we have occasionally mentioned the fact that realized volatility (the 20-day historical volatility, say) of $SPX was very low...
Aug, 08, 2019
By Lawrence G. McMillanThis article was originally published in The Option Strategist Newsletter Volume 17, No. 20 on October 24, 2008. In recent weeks, one of the more profitable...
Aug, 07, 2019
By Lawrence G. McMillanThis article was originally published in The Option Strategist Newsletter Volume 19, No. 17 on September 17, 2010. One of the main problems with commodity-based...
Aug, 06, 2019
By Lawrence G. McMillanThis article was originally published in The Option Strategist Newsletter Volume 5, No. 9 on May 9, 1996. The concept of volatility, and especially implied...
Aug, 02, 2019
By Lawrence G. McMillanEveryone was worried about the FOMC announcement this week, but it turned out to be benign. But, on Thursday President Trump tweeted that there would be more Chinese tariffs....
Jul, 31, 2019
By Lawrence G. McMillanThis article was originally published in The Option Strategist Newsletter Volume 3, No. 10 on May 27, 1994. We have, in the past, often written about the fact...
Jul, 30, 2019
By Lawrence G. McMillanThis article was originally published in The Option Strategist Newsletter Volume 19, No. 2 on January 28, 2010. Over the years, we have written many times about...
Jul, 29, 2019
By Lawrence G. McMillanThis article was originally published in The Option Strategist Newsletter Volume 16, No. 14 on July 27, 2007. What Is A “90% Day?”A “90% Day” must satisfy two...
Jul, 26, 2019
By Lawrence G. McMillanStocks made new all-time highs again this week, overcoming some negativity from a few areas. That negativity remains, but the $SPX chart itself is strong, and so are the NASDAQ...
Jul, 24, 2019
By Lawrence G. McMillanThis article was originally published in The Option Strategist Newsletter Volume 9, No. 2 on January 27, 2000. The question posed in the title above is one that...
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