Entries by bantixauthor

New Equity Index Contracts on QuikStrike

The FTSE Russell 2000® has returned to the CME giving futures and options traders seamless access to mid-cap equities and margin offset benefits. Weekly volume has nearly tripled since the contracts were first listed on July 10th, and all positions will need to be transferred from the ICE to the CME once September expires (details […]

Pre-Fed Weekly Expiry Highlight

In anticipation of the Fed announcement due out tomorrow at 2PM ET (press conference at 2:30PM ET) the market is pricing a one-and-done 25bp rate hike from a target range of 0.75-1.00% to 1.00-1.25%: For future meeting dates and additional details check out the CME’s FedWatch tool powered by QuikStrike. Using Weekly Options to Manage […]

QuikSkew ™: A Snapshot of the Vol Curve

You can think of QuikSkew™ as a snapshot of the shape of the volatility curve that normalizes for high/low volatility environments. The format is a number followed by the letter “P” and then another number followed by the letter “C” as shown here: This example is from the TWiO Report, so the QuikSkew ™ measure on top (bold, blue […]