Adam Warner's post frames the VIX in an interesting way, pointing out that the VIX doesn't "trade" like a stock because it's really only a statistic.
Heads Up, Watch the Financials: Part II
This article is the continuation of the article on the financials "Heads Up, Watch the Financials."
SPX Implied Volatility Almost Completely Unchanged
Clearly the market does not think the turmoil is over.
The State of Volatility in the SPX
This is the most interesting trading since last May, so I thought it might be time to check in on The State of Volatility in the SPX.
SPX Implied Volatility is Not Moving
A quick graphical example of the difference between volatility and the VIX
VIX/VXV Ratio: Volatility Expected, But When?
Should the implied volatility for S&P 500 options that expire in three months be higher or lower than for options that expire in one month?
Volatility Trading Digest – Volatility-Based Strategy Ideas
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
Volatility Trading Digest – Oil & US Dollar Again
The current condition seems like a movie we have already seen. Crude oil closes above $100 a barrel, the US dollar is declining along with the emerging market equities.
VIX, SPX Skew Imply Market May Not Completely Tank
Yesterday, I noticed that based on the way the VIX and the SPX were acting that I thought we were going to sell off (we did, and then some).
Why Calendars Are Working Better, Despite higher IV
Sometimes, in all my analysis of implied volatility, my option mentoring students get a little lost as to what the net result of all of this volatility talk is: price.
Charting the VIX: Does Technical Analysis Work?
You can view a chart of the VIX just as you can for any stock.
Did Volatility Drop or Did the VIX Price Out the Weekend?
I wonder if, yesterday, traders didn't simply move the date to Saturday already.
