Much has been made in the blogosphere about the lack of a rally in the VIX despite the fact that SPX is 100 points below its September QE3-induced high. For example, see this blog post …
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Trade Update Nov 16th, 2012 at 10:45am: With only 3 trading days left until expiry of my VIX call spread, and the holiday week ahead of us, I’m going to take off my trade for …
Continue readingBizarre that VIX futures were halted at 1:37 pm EST this afternoon because of a technical problem. Figured it was a good time to see what VIX futures had done before the halt (halt just …
Continue readingStock volumes were near 1 month lows, and options were no exception. Here are some notable names in options today: VIX – Interesting that VIX stayed green the whole day, even as market rallied in …
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VIX spot fell almost 2 points yesterday, with the entire VIX futures curve down more than 1 point. That’s a huge move for VIX futures. Especially with payrolls today, and elections on Tuesday. Most interesting …
Continue readingThe market is basically unchanged in the past week (1410, with a tight range between 1400 and 1420 in SPX cash). Here is where VIX futures stood a week ago: There are only …
Continue readingIn the last month, the SPX bounced around between 1425 and 1470 several times. What was interesting about VIX (and I mentioned it several times in this piece) was that it would not move much …
Continue readingHere is last week’s snapshot: Compare that to today’s snapshot: The back end of the VIX futures is what continues to attract my attention. The June13 VIX futures has moved down …
Continue readingInteresting signals from the VIX market. Here is last week’s snapshot: Compare that to today’s snapshot: The SPX index has moved from a close of 1451 last Wednesday, to the current …
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This is the third part of an occasional series where we discuss specifics with other experts in the industry. My former colleague Dominic Salvino from Group One Trading is not only the VIX options specialist …
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