Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.

Last week's look at the relationship between the Historical Volatility and Implied Volatility of the S&P 500 Index (SPX) led us to conclude the unusually low Historical Volatility would not likely last much longer.

I decided to detail more of how I identify probable price action at supply and demand levels

When I looked at AAPL earnings the other day, based on what I was saw out of the Steve Jobs news, I had a feeling that the stock might have a bit of a dud earnings report.

If there are new single-stock VIX indices now, why couldn't you also have a "sector VIX"?

One of the limitations of the VIX index is that it only provides a snapshot of SPX implied volatility at a constant 30-day duration.

Across the option blogosphere the hot talk is AAPL and IBM. However, I think the real interesting earnings play might not be an individual equity it might be the SPX.

One thing I have paid close attention to in my many years of writing articles is making sure I did not spend much time writing about concepts and strategies that everyone else writes and talks about.

Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.

Here near the start of the New Year while the S&P 500 Index, along with several other major US equity indexes are rising while the volatility measures are declining, we thought his would be a good time to update the information about our source of VIX options data.

In this article, I will discuss the concept that Delta is the same regardless of which side of the trade a trader is on.

Volume can give many clues as to the strength of price movement and even information as to the thoughts and actions of the masses involved in a security.