A topic that is consuming the Pro Chat group at Option Pit has been the relative stickiness of the VXX lately.
Are VIX Futures Signaling a Vol Smack?
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Options Playbook 5: Volatility and Probability, Continued
How does a 1 standard deviation move affect prices for short-term options? There?s a formula for that!
Turnabout in BWP?
The market was deciding what to do yesterday after making the big volatility crushing run to SPX 1885.52 on Tuesday.
Option Block 325: SPX vs. SPY vs. Steven Seagal
Fulminating. Buying dip guarantee. Steven Seagal. Enough said?
Unusual Activity Alert: Multiple Blocks of Puts Trade in SPDR Barclays Capital High Yield (JNK)
Today paper traded 4565 JNK Apr 41 puts for .25-.30. The ADV is 766 contracts. The OI is 4075 contracts.
Option Block 324: Behold the Power of the Stupid
When is it smart to trade a stupid?
Someone Called the Top in the Growth Stocks
Following up on Friday?s action, we did get a little pull back in the index skew yesterday.
Trading Tech Talk 5: 2014 Trading Technology 40
Did @GARP_Risk put together a list just for us? Maybe not, but we’re glad they did!
Volatility Trading Digest – Rotation Challenge
While the S&P 500 Index made a new intraday high Friday, it also closed lower making a Key Reversal on high options and futures expiration related volume.
Option Block 323: Rebar Futures Extravaganza
It’s time for the global derivatives volume guessing game!
Options Playbook 4: Volatility & Probability
Volatility & probability. How are they related? Find out on Options Playbook Radio episode 4
Copper – The Ship is Leaning One Way
Copper futures are lower by 11.6% ytd and the most recent leg has caused prices to implode 7.7% just in the last two weeks.