VIX

garyt — Mon, 02 Nov 2009 10:05:00 -0500

NFTRH57 went in depth on a broad spectrum of market indicators and short term scenarios. One of which included the oh so satisfying state of the VIX. read more »

Still poking the pig...

garyt — Mon, 19 Oct 2009 14:33:00 -0400

Somebody's gotta do it. So I am once again short China via FXP and real estate via SRS. This goes with VIX calls that I have been slowly adding. read more »

Apple Brewing

Adam Warner — Tue, 21 Jul 2009 08:32:00 -0400

So AAPL reports tonight. And the public is so nervous about what St. Stephen might say that the options trade at about a 52 week low in volatility terms. read more »

Monday VIX Thoughts

Adam Warner — Mon, 20 Jul 2009 15:32:54 -0400

As we face another day that may have an up VIX and up SPX, it's time for a weekly reminder that these are strange times in VIX-land. read more »

McMillan and VIX Futures

Adam Warner — Thu, 16 Jul 2009 14:32:01 -0400

So we've written much about this disparity between August VIX futures and the VIX itself. But is there a way to "lock in" the inevitable convergence? read more »

While We Were Churning......

Adam Warner — Wed, 15 Jul 2009 10:32:01 -0400

Well, despite a rather slow session yesterday, we have some very interesting developments in volatility land. read more »

SPY Games

Adam Warner — Mon, 13 Jul 2009 10:31:46 -0400

If you're sitting here watching the screens each day you'd likely feel as if market volatility has picked up the past few weeks. I certainly do. Except it's not. read more »

Lenny Speaks

Adam Warner — Thu, 09 Jul 2009 16:31:00 -0400

Haven't had a chance to view this myself yet, but apparently it's Jane Wells sitdown at Chez Lenny. HT anonymous commenter in the post below. read more »

Somebody Forgot About the Green Shoots

Adam Warner — Wed, 08 Jul 2009 12:31:00 -0400

Got some bearish bets going on yesterday in XRT, via OptionMONSTER. The first set of big trades is a bearish " butterfly spread " in July. read more »

Battle of the Network Fear Indices

Adam Warner — Tue, 07 Jul 2009 10:31:51 -0400

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? read more »