All major equity indices are hovering near their all-time highs struggling to break to the upside. Volatility indices are near their lows reflecting the silent markets. 

Options mispricing disposition has not changed significantly since the last Snapshot: put options are mostly overpriced while call options are either underpriced or priced fairly – as in a typical silent market condition. 

Mispricing summary for the options with two to five weeks until expiration:

Major opportunities can be found in the overpriced puts on SPY and OTM puts on QQQ and IWM.  Call options on QQQ and ATM options on SPY are good candidates for buying.

All major equity indices are still at their all-time highs, volatility indices have dropped after the end of the earnings season. 

As in a typical market condition, put options are mostly overpriced while call options are either underpriced or priced fairly. 

Mispricing summary for the options with two to five weeks until expiration:

Major opportunities can be found in the overpriced puts on SPY and OTM puts on QQQ and IWM.  Call options on SPY with farther expirations are good candidates for buying.

All major equity indices are fluctuating near their all-time highs struggling to break them to the upside. Volatility indices look slightly elevated for such a silent market, probably due to the earnings season. 

Put options are mostly overpriced, as usual; call options are either underpriced or priced fairly. Comparing to the previous snapshots, major part on options series are priced fairly.

Mispricing summary for the options with two to five weeks until expiration:

Major opportunities can be found in overpriced puts on SPY and OTM puts on QQQ and IWM.  Call options on SPY are good candidates for buying.

Equity markets look calming down after two volatile weeks of trading tensions between the US and trading partners. All major indices are recovering and the markets are calming down driving the volatility indices lower. 

Put options are still overpriced, although not that substantially as in two previous weeks (see June 25 Snapshot); call options are also less underpriced than previously. Calls on IWM are mostly overpriced.

Mispricing summary for the options with two to five weeks until expiration:

Major opportunities can still be found in overpriced puts and underpriced calls on SPY and QQQ. IWM calls and farther puts can be good candidates for selling.

All major equity indices reacted sharply today to the trading tensions between the US and trading partners. SPY, QQQ, and IWM have dropped substantially driving their volatility indices higher. Neither of them has still reached oversold levels though.

Usually, in such a panicking market, puts are becoming substantially overpriced, which is currently evident for SPY and QQQ, while IWM put’s reaction has been not so strong yet. Calls are mostly underpriced due to the expected upward move (mean reversion force).

Mispricing summary for the options with two to five weeks until expiration:

Major opportunities are observed in substantially overpriced puts and underpriced calls on SPY and QQQ. IWM options of the near-term series do not demonstrate any meaningful mispricing while puts are overpriced and calls are overpriced in farther expirations.