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LOW Risk Reversals Go Up
5800 LOW Jan20 72.5/77 and Jan 67.5 puts went up several blocks on the PHLX marked spread
Morning Futures Roundup
Bear Market Brewing in Coffee Futures
Volatility Trading Digest – Strategy Suggestion
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
Volatility Trading Digest: VIX Futures Pressure Relief
While last week's minor correction in the S&P 500 Index seemed to relieve some of the apparent overbought pressure that had been building in the VIX futures premium we are not convinced it was enough.
Pre-Market 3/26/12
A pre-market snapshot for Monday, March 26
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