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SPY MNX Straddle Swap update for Nov 4, 2009

Submitted by msebastian on Wed, 11/04/2009 - 7:31pm
VIX

SPY MNX Straddle Swap update for Nov 3, 2009

Submitted by msebastian on Tue, 11/03/2009 - 5:42pm
VIX

SPY MNX Straddle Swap/ VIX VXN Mispricing

Submitted by msebastian on Mon, 11/02/2009 - 5:57pm
VIX

Option 911 Tip of the Week - Execution

Submitted by msebastian on Fri, 10/30/2009 - 4:07pm
Page is loading...See http://www.option911.com/ for the video.

DEC SPY 108 Straddle Update for Oct 30, -CLOSED

Submitted by msebastian on Fri, 10/30/2009 - 3:21pm

SPY closed at $103.56 -$3.09
Current position is +$45 or +5.6%

Option traders, today I decided to sell out of the blind straddle. Why? A few reasons:

1.

The BET-Update

Submitted by msebastian on Fri, 10/30/2009 - 1:51pm

Over before it even had time to start!!!

DEC SPY 108 Straddle Update for Oct 29, 2009

Submitted by msebastian on Thu, 10/29/2009 - 8:21pm

[gallery link="file"]
SPY closed at $106.65 +$2.24 (2 standard deviations up today)
Current position is -$

How option time premium decays over the weekend

Submitted by msebastian on Thu, 10/29/2009 - 11:05am

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    • I made a small bet with Wayne about the VIX

    Submitted by msebastian on Thu, 10/29/2009 - 8:06am

    Yesterday, I made a bet with Wayne at Sigma Options. I bet him that the VIX will see 17 before it sees 30.

    DEC SPY 108 Straddle Update for Oct 28, 2009

    Submitted by msebastian on Wed, 10/28/2009 - 3:40pm

    [gallery link="file"]
    SPY closed at $104.41
    Current position is +18 or 2.05%

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