Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
Volatility Trading Digest – Could Go Either Way
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Option Block 315: The Great Iron Fly Vs. Condor Debate
The condor is an iron butterfly for cowards.
Al’s Calls of the Day: AAPL
At the risk of sounding heretical, I would like to take a look at AAPL options today.
The World Is Shocked–Shocked–that the Fed Is Staying the Course
After again flirting with all-time highs, intraday stocks took about a .6% dump yesterday afternoon following the Fed Board minutes release.
Speed of SPX Rally in One Shot
As we have stated, the SPX and the VIX are acting quite differently than the last time around
Calls and Puts Trade in CROX
Today paper traded 748 and 731 CROX Feb 15 puts and calls at .40 and .60. ADV is 3007 contracts. The OI is over 5000 contracts on both strikes.
Doing What It Says on the Tin: the Value of Volatility ETPs
The iPath S&P 500 VIX Short-Term Futures ETN (VXX) launched in 2009, but after five years and many billions in transactions, it?s still a widely misunderstood product in some quarters
Al’s Calls of the Day: SPX, HES
Today I will cover two topics. The first is a week late as I covered this last week on CBOE TV with Angie Miles. But, it is a valuable lesson and worth the look.
VIX Has Stopped Falling
In the last 3 days, the market has rallied about 30.00 dollars in the SPX.
Who Let the Vol Out?
More testimony leads to another flat day for the market. After the rally of the last 3 days a rest was needed
Chelsea Therapeutics (CHTP) – FDA Ruling is Coming; Is the Option Market Understating Risk?
CHTP is trading $$5.19, down small with IV30? down 4.7%
VIX Option Activity & Market Returns (Update)
The intuition around ratios of option trading volume is that large deviations from normal trading volume may indicate a significant change in investor sentiment,