Options Insider Radio 104: Interview with Russ Chrusciel, Division Head of SunGard-Valdi Options

Options Insider Radio 104: Interview with Russ Chrusciel, Division Head of SunGard-Valdi Options

Recorded live at the 2012 OIC Conference, Mark and Russ discuss:? The transition into Valdi suite of products in the past year? A breakdown about the Valdi product line? Valdi's plans to add more analytics into your data feed? When the thin client retail version of MicroHedge/Valdi might come out? What they have to offer the high end retail trader

read more

Option Block 156: Greek Tragedy

Trading Block: The selloff eased after the bloodbath on Friday. The S&P closed almost completely unchanged today. Still waiting for the Greeks. All-time record lows in the 10- and 30-year bonds. VIX headed to 30…and beyond? A Facebook flow recap. Peak 6 gobbles up the remnants of Pension, creating a new entity, Apex Clearing Corp.Odd Block: Unusual and interesting activity in Research in Motion, Ltd. (RIMM), HollyFrontier Corp. (HFC), and Hansen Medical, Inc. (HNSN).Xpress Block: Newcomer Sean Fitzgerald gets to take hold on the OX reins and discusses the July crude oil technicals, SPX and an upcoming economic report.Around the Block: Greece, Greece and more Greece with a side of Saganaki.

read more
Volatility Views 56: More Listener Mail Fun

Volatility Views 56: More Listener Mail Fun

Volatility Review: Broad selloffs across the markets, due to the poor jobless claims numbers. One-month realized volatility on the NASDAQ was up about half a percentage point to 17.40, and the three-month edged higher to 16.02. Reacting, rather than predicting, was the order of the day.Listener Mail: We're Going Listener Mail Crazy Again This WeekCrystal Ball: We could see 30 shortly in the VIX. All-time low for 10- and 30-year bonds. More volatility — it's going to get worse before it gets better.

read more
Volatility Views 56: More Listener Mail Fun

Volatility Views 56: More Listener Mail Fun

Volatility Review: Broad selloffs across the markets, due to the poor jobless claims numbers. One-month realized volatility on the NASDAQ was up about half a percentage point to 17.40, and the three-month edged higher to 16.02. Reacting, rather than predicting, was the order of the day.Listener Mail: We're Going Listener Mail Crazy Again This WeekCrystal Ball: We could see 30 shortly in the VIX. All-time low for 10- and 30-year bonds. More volatility — it's going to get worse before it gets better.

read more

Option Block 155: The Long and Winding Road to Nowhere

Trading Block: Given the end of month, it was a strange seesaw-like day on the market. Facebook is actually going up, closing today at $29.53. There is a lot of opportunity in those options. Commodities movers today included crude oil, natural gas, soy meal, oats, soybeans, wheat, coffee and lumber. But who could forget about bond? Gold and silver rundown. Xpress Block: Tim Navabi takes the OX seat and talks first about the Corzine Rule being proposed for futures brokers, and then the number tomorrow. Strategy Block: Uncle Mike Tosaw's strategy and story from today are about adjustments of trades.Around the Block: Again, the big number tomorrow – if you fail to prepare, be prepared to fail. Election in Greece later this month. Check out the Facebook options survey results posted on theoptionsinsider.com

read more
Volatility Views 55: Good Volatility, Bad Volatility

Volatility Views 55: Good Volatility, Bad Volatility

Volatility Review: The play between pre- and post-election Greek volatility has seen big action. Ultimately though, the EU will let the Greeks decided their own fate. Andrew G. does not want to own pre-election juice. Given realized volatility, there has not been much change in the NASDAQ. The three-month realized vol has actually risen somewhat — replacing volatility that was extremely low just a short while ago. Volatility Viewpoint: Today's guest is Andrew Patton, Associate Professor of Economics and Finance at Duke University. He is the author or co-author of several academic papers, including "Good Volatility, Bad Volatility." Prof. Patton discusses some of its findings, including the importance of directional movement in forecasting future volatility.Crystal Ball: In VIX, Andrew G. is just waiting for the Greek election to sell June, buy July, and unleash the time spread. NASDAQ one-month realized may roll over a little bit. The short term might be dropping more, but that is not a ringing endorsement.

read more
Volatility Views 55: Good Volatility, Bad Volatility

Volatility Views 55: Good Volatility, Bad Volatility

Volatility Review: The play between pre- and post-election Greek volatility has seen big action. Ultimately though, the EU will let the Greeks decided their own fate. Andrew G. does not want to own pre-election juice. Given realized volatility, there has not been much change in the NASDAQ. The three-month realized vol has actually risen somewhat — replacing volatility that was extremely low just a short while ago. Volatility Viewpoint: Today's guest is Andrew Patton, Associate Professor of Economics and Finance at Duke University. He is the author or co-author of several academic papers, including "Good Volatility, Bad Volatility." Prof. Patton discusses some of its findings, including the importance of directional movement in forecasting future volatility.Crystal Ball: In VIX, Andrew G. is just waiting for the Greek election to sell June, buy July, and unleash the time spread. NASDAQ one-month realized may roll over a little bit. The short term might be dropping more, but that is not a ringing endorsement.

read more

Option Block 154: When In Doubt, Roll It Out

Trading Block: More Facebook fallout – What's the situation been like at OX? Participate in our Facebook options survey, link on Options Insider. Facebook dragged other social media stock, like Zynga and LinkedIn, down with it. A low BBI with Apple over at KYO. Odd Block: Interesting and/or unusual activity in: AT&T, Currency Shares Euro Trust, (FXE), and Owens-Illinois, Inc. (OI). Xpress Block: Tim Navabi takes a seat in Xpress Block chair and discusses a call taken today by a customer looking to buy some silver futures all the way out to Dec 2015. Also, some updates on the commodities as well.Strategy Block: Mike Tosaw has the floor in this Strategy Block and talks about trading back spreads Apple.Around the Block: Facebook Options list on the 29th.

read more