As many of you know I spend a chunk of my time looking at SPX volatility…almost to the point of obsession.
Volatility Trading Digest – Black Swans vs. Fed Strategy
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
Volatility Trading Digest – Black Swans vs. Fed
With the US Federal Reserve and other central banks pumping money into the worldwide financial system, events, which could easily be described as major structural shocks, are occurring without having significant effects on the financial markets.
Customized Volatility: A VIX For Everyone
If you think the world is VIX-y now, just wait, it's about to get VIX-ier.
How to Tell when Your Cheap Puts are Expensive: The Curve Vol Index
My option mentoring students will tell you when it comes to option trading the two things I probably talk about most are implied volatility and skew.
VIX Future Term Structure Widened Significantly
In a which came first the chicken or the egg scenario, when it comes to VIX and SPX, the answer might be the Chicken.
SPX Term Structure Not Buying this Rally
One of the questions my options mentoring students always ask me when we are coming off of VIX spikes is whether this is the end of the spike.
An Express Options Play on the OptionsXpress Buyout
To say that I think Schwab is getting a deal here is the understatement of the century.
Volatility Trading Digest – The Ides of March
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
How Much Was Implied Volatility Down Yesterday in the SPX?
I think it is always interesting to evaluate how much the S&P 500 is really down or up relative to what the VIX is reading.
Volatility Trading Digest – Strategy Selection
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
Volatility Trading Digest – Earthquake Insurance
Comparing the cost of insuring against an earthquake loss, there are some similarities to hedging equity portfolio risk.
