The VIX has been all over the place today as the market opened higher, sold off hard on the combination of technical resistance combined with Syria/Russia headlines only to quickly find buyers and be back …
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A few weeks ago we highlighted two potential portfolio protection trades on what appeared to be a possible inflection point in the market. Dan discussed one of the trades on CNBC’s Options Action on Aug …
Continue readingVIX spot is up to 16.50 today, its highest level since July 3rd. Even though the SPX index is down 75 points from its August 2nd high, the VIX is still at 16.50. It’s quite …
Continue readingThe SPX index is up about 0.3% this week, after last week’s 2% loss, and VIX futures are broadly lower as a result. Here is last week’s snapshot: Compare that to today’s snapshot: Each futures …
Continue readingVIX spot is now up for 2 weeks in a row, as the market had its biggest selloff since June this week. Though we’re in the middle of August, volatility is picking up after we …
Continue readingWe received a question last week that I wanted to revisit today, because it’s of heightened importance in a quiet market like the one we’ve experienced in the past month. Hi, Many of the trades …
Continue readingVIX spot (and VIX futures) were down for 6 straight weeks from the week ending June 21st until this week. But the VIX rallied this week as the market is down a bit more than …
Continue readingYesterday, on CNBC’s online program Futures Now, Marc Faber, author of the Gloom Boom & Doom Report stated that he sees lots of similarities between the market in 2013 to the one that lead up …
Continue readingToday was the lowest volume day of 2013 for SPY, including half days. Options volume was also very low. AAPL – Stock hit a 5 month high today, approaching the 200 day moving average, now around …
Continue readingThe SPX index had traded in basically a 25 point range for the second half of July, and realized volatility grinded to a halt. Yesterday’s breakout has changed that picture: VIX Futures have also made …
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