Futures drop following economic report Stock futures declined following the release of the Import Price Index report. The Import Prices Index showed that prices rose 0.5% during the month of October, versus the consensus estimate of no change. The next economic reports are due out after the market opens. The University of Michigan Consumer Confidence reading is slated to be released at 9:55 am ET and the Wholesale Inventories report is due out at 10:00 am ET.
Vanguard REIT ETF volatility at upper end of three-year range Vanguard REIT ETF overall option implied volatility of 18 compares to its 26-week average of 15 according to Track Data, suggesting large near term price movement.
SPDR S&P Oil and Gas Exploration and Production ETF volatility flat SPDR S&P Oil and Gas Exploration and Production ETF overall option implied volatility of 39 compares to its 26-week average of 38 according to Track Data, suggesting non-directional price movement as WIT oil is at a six-year low.