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fear in the markets

Trading > Daily Options Report

Battle of the Network Fear Indices

Daily Options Report | Tue, 07/07/2009 - 10:31am | fear in the markets, Options Trading, stock options, VIX, Volatility Index |  3 comments

As we well know, VIX is not the only measure of Fear in town. CSFB has one too, based on the skew of the SPX options board. Can we glean anything when the two tell different stories? Jason Goepfert suggests yes. So CSFB created a new index that compares the premiums in calls versus puts, di ... Read more

Trading > Daily Options Report

Not All That Much Snow (Hey Oh)

Daily Options Report | Mon, 03/02/2009 - 1:13pm | fear in the markets, stock trading analysis, trading analysis, trading the VIX, VIX |  Add a comment

Kind of blustery out here today, but snowfall way below the "number" so far. Anyway, Traders's Narrative takes a look at the VIX under performance that seems to occupy everyone's mind's these days. Hat tip Trader Mike and Abnormal Returns. As more and more days go by with the market da ... Read more