Yesterday, I noticed that based on the way the VIX and the SPX were acting that I thought we were going to sell off (we did, and then some).
VIX, SPX Skew Imply Market May Not Completely Tank
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Why Calendars Are Working Better, Despite higher IV
Sometimes, in all my analysis of implied volatility, my option mentoring students get a little lost as to what the net result of all of this volatility talk is: price.
Did Volatility Drop or Did the VIX Price Out the Weekend?
I wonder if, yesterday, traders didn't simply move the date to Saturday already.
SPX Done Dropping? VIX Topped Out?
Yesterday was the type of day that could give an option trader hope that the increase in implied volatility is coming near the end: The VIX did not close on its high's and, the SPX managed to hold 1300.
How Much was ATM IV Really Up Tuesday?
Hopefully, you option traders know by now you that the VIX is not the end all be all of volatility
A Lesson On Theta in AAPL
The Greeks aren't real
SPX Up? VIX Up? What's Up?
We saw a weird event take place yesterday; the VIX and the SPX began to correlate.
Are There Times Where Calendars Act Like A Long Vega Trade?
I was recently having a discussion with a group of students on Calendars.
State of Volatility in the SPX
There are a lot of traders looking for the most favorable trade, in order to pick this trade; one must try to evaluate current conditions. With that in mind, what is the State of Volatility in the SPX?
Why Do Long Dated Options Have Higher Implied Volatilities than Short Dated Options
Is there a good reason that long term volatility is higher than near term volatility?
Why Do Long Dated Options Have More Similar Term Structures?
If options have similar Greeks, they will have similar volatility structures.
How Does Volatility Today compare to Just Before the Flash Crash
As many of you option traders know, the VIX closed at the lowest point since April 20th, 2010.