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IBM Paper Flow Predicts Sell Off, Pointing Towards Further Downside

During the PM Pit Report an option mentoring students asked me to look at IBM into earnings.

Closing Down SPX-OEX Straddle Swap

At Option Pit Option Mentoring, its not like we spend most of our times on swaps.

Calculate the VIX Future WITHOUT a CFE Feed

One of the most common mistakes option mentoring students make is to believe that the VIX options are based on the cash.

The State of SPX Volatility 10-13-2010

During the PM Pit Report I took notice of how realized and implied volatility have reacted to each other since the rally.  It seems that front

Option Pit Option Mentoring Lead Mentor Mark Sebastian is all over the National Media.

Option Pit lead mentor and COO Mark Sebastian has two nationally published articles and a podcast out today.

Straddles Lose, Should One sell Condors????

When doing my option mentoring I point out that there are many times where a straddle can seem very "cheap" and still be over priced.

What movement is the SPX Pricing into Non-Farm Payrolls? Thank You Weekly Options.

During the PM Pit Report I was asked by one of our Level 1 option mentoring students to evaluate how much the SPX might move after non-farm payrolls in the AM, and what might be the best play if on

Option Time Premium Decay, Another Dimension of Theta

When I first began mentoring option traders one thing struck me.  The insistence that theta is non-linear almost all of an options decay took place inside the final 30 days of its life.

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