Today’s Guest: Derek Sammann, Senior Managing Director of FX, Metals and Options Solutions at CME Group.
The Long and Short of Futures Options 15: Derek Sammann
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RVX Is Probably Cheap
While most coverage in the media is done on SPX and DJIA, the really interesting index over the last few weeks has actually been the RUT.
Putin Blinks, for Now
What a difference a day makes?
Option Block 318: The Putin Puts
What’s after Putin Puts? A Crimean Combo?
Options Markets Aren’t Convinced about the ?Seismic? Scale of Russian Intervention
On Sunday, Eurasia Group President Ian Bremmer wrote about the scale of recent events in Ukraine
Volatility Trading Digest – Index Disharmony
Without any help from the weather, after several anxious weeks, without fanfare the S&P 500 Index finally broke out above the seemingly impenetrable barrier at 1850.84, putting an end to concerns about a potential Head & Shoulder Top pattern we have been carefully following.
Option Block 317: The Old Goldman Bait and Switch
Alex prognosticates. Andrew is surprised. Mike is late.
Naked AAPL Options
With March finally here [Ed, well, tomorrow it will be here] , traders are still assessing when or if ever this market will have a correction like it had in January.
Option Block 316: The Great Put Roll Down
FB is the new LULU? Hopefully without see-through pants!
VIX Still Firm…Scary
At the risk of overkill, I would like to point out how firm IV was all day yesterday, in spite of the SPX being up 20 and the SPX breaking all-time highs.
Reading in Lieu of Bearishness
You know that one slogan about how bearish investors always sound ?smarter,? even if they?re wrong most of the time?
Al’s Calls of the Day: Market Banter
Today, I just want to ?banter? a bit about the market. In late January / early February, the market sold off around 6%. Yet coming into today, the market was back knocking on all-time highs.