We return to update the VIV futures data in the strategy section below followed by an update for our latest hedge suggestion and then three interesting new earnings report ideas along with Friday's number one IV/HV ratio pick.
Follow the Trade as the Last Risk Trade Starts to Fade
On a day when the market ripped for no particular reason (I was hoping this would have happened Friday), I think it is instructive to revisit the trade idea I had suggested that day.
Greek Crisis Ends With a Thud, but the Volatility Collapses for Good Measure
So the CDS event for Greece happened, and the buildings are still standing, and the sun is still shining.
Volatility Trading Digest – Strategy & Hedge Ideas
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
Volatility Trading Digest – The Ides of March
In 2012, The Ides of March will be upon us this Thursday. Will it confirm the expected correction or just be another uneventful trading day with low volume?
Volatility Trading Digest – March Madness
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
Volatility Events, Prediction and a Piece of Cake
Option trading is easy. Well, let me qualify that statement just a bit.
Volatility Trading Digest – Hedging with VIX
Even though the equity markets are in low volume uptrends, now may be the time to add a hedge strategy for some downside protection.
SNAFU
Just when the market thought it was safe to come out of the woodshed the uncertainty of Greece beats all the volatility players right back in.
It Feels Like Deja Vu All Over Again
The VIX over the last 3 sessions has had some substantial intraday volatility that the rest of the equity market activity is masking
SPX and VIX Will 'Tell' Next Move
Today I noticed that the VIX was creeping up, and the market was creeping up last week at the same time.
Volatility Trading Digest – Greek Despair
The Greek sovereign debt issue is not yet resolved. After a month long advance the equity markets began wobbling as it realized many Greeks are questioning whether more austerity is the right solution for the debt crisis or whether a new pro-growth approach is needed.
