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There Goes the Market, Weekend

Traders the market priced out the weekend today, vol fell and we moved up the curve. These are the three factors that led to the huge drop in the VIX today.

Did $ellers Price Out and then In the Weekend?

If traders take the time to look at the movement in the VIX today I think something becomes apparent:

[caption id="attachment_2357" align="alignnone" width="150" caption="Notice the range"]

I$ volatility fully priced?

Today has certainly been a weird one.  With the market down almost 2% on the open IV was completely unchanged.  On top of this skew was falling.  Any increase in the VIX this morning was from movement

Guest Post VolTradeBlog: Visa Inc.) Chart appears broken, it’s skew is inviting…

VolTraderBlog is the blog of one of my star students.  He asked if I would be interested in having him write a few guest posts.  I quickly said yes because anytime I can get an intelligent trader to w

The week that was

I have to say this was one of the craziest weeks I have witnessed as a trader. Certainly this is the craziest since 2008.

We saw:

The SPX drop 86 points at one point dropping over 7%.

What a Day

I do not have time to fully address what happened today. Here are a few quick thoughts:

1.

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2010 and 2008 $imilar? Part 2

Yesterday we went over the similarities between the 2008 and the current financial crisis. I think there were a decent number of similarities.

2010 and 2008 $imilar? Part 1

Since the beginning of the Euro Zone crisis I have heard experts up and down try to make parallels between the end of 2008 and what is currently happening in the market place.

Can both the long and short win?

Right now it is a great day to be long gamma. It is also a great time to be short gamma. How can that be?

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