It was all just a bad dream. Waking up this morning, following weeks of ominous headlines about a stock market crash in China, the end of the EuroZone as we knew it, the first quarterly …
Continue readingVIX
Here is some generally directional, untied options activity that caught my eye during Monday’s trading: 1.. MU – The stock continues its ytd implosion, down almost 4% today, marking a 30% decline over the last …
Continue reading
You’ve heard it here before, if you are looking at the VIX to identify perceived risk to the historic gains over the last seven years in U.S. equities, you are likely looking at the wrong thing. …
Continue reading
The price action in risk assets in Europe and the U.S. yesterday was a fairly typical “risk off” day, the kind we had sort of forgotten. Strong dollar, strong treasuries, weak oil, down day in …
Continue reading
The spot VIX is low today, checking in at at around 12.50, up on the day due to the Monday effect. Actual volatility of the market is nearly non-exsistant recently with the 30 day historical …
Continue reading
Here is some generally directional, untied options activity that caught my eye during Wednesday’s trading: 1. VIX – call volume exploded yesterday, 2x avg daily. The largest trade on the day is a buy of 25,000 …
Continue reading
Here is some generally directional, untied options activity that caught my eye during Fridays trading: 1. VIX – saw a sizable bullish roll, but with a bit of a twist. When the index was 12.87 a …
Continue reading
A couple of weeks back I wrote about the VIX and “long” VIX etn products, particularly the VXX (reposted below). Since we’ve seen some volatility between then and now I wanted to check back in …
Continue reading
Here is a quick recap of all of the trades that we initiated, closed, managed, expired and considered (Name That Trades) in the week that was March 23rd to March 27th:
Continue reading
In a post last week I went over some potential portfolio hedges using VIX and SPY options. We have a preferred VIX (long vol) strategy that we put from time to time and we’ll probably …
Continue reading