The future needs of New Hanover High School will be presented to the school board and public next week. Options for the ...

This Bandit Next Gen Quarter Tight features seven pockets, so you can carry all of your essentials during a long run or race, ...

There's a good chance Amazon stock will remain strong between now and early next year, so let's look at a longer-term bull ...

This week was a hot one for most of the eastern seaboard, including up to Nova Scotia, where I live. Let’s hope the weather ...

There were 2,014 unusually active options yesterday--1,001 calls and 1,013 puts. Of the puts, Zoetis had one unusually active option. It signals a potential long straddle strategy for investors.

Selling a $98 put on our previous $100 stock would net a premium, but if the stock were to fall to $50 before the option expires, that’s a loss of $48, less whatever the premium was.

Bitcoin traders are increasingly selling BTC put options, indicating bullish price expectations. The cumulative delta in BTC options and related ETFs reached $9 billion, highlighting significant ...

The equity interest purchase of Lotus Cars will be a non-cash transaction based on a pre-agreed pricing method between Lotus Tech and Geely, i.e., the 2023 Put Option.

The bearish flow in the $70,000 put follows purchases of put options expiring April 4 in the $78,000 to $85,000 range last week and increased demand for the $76,000 put option expiring on April 25.

As Roni Israelov found in his 2017 paper, using put options over an extended period to protect a long-term investment in the S&P 500 has turned out to be a waste of time and money (Israelov, 2017).

A long straddle is a strategy in which you buy a call option and a put option at-the-money, both with the same strike price and expiration. Together, they produce a position that will profit if ...

It is no different with sentiment indicators. This week, we discuss one such sentiment indicator -- put-call ratio. Put option is the right to sell an underlying; but not an obligation to sell.