SPX Straddle Pricing Out a Boring Week despite AAPL, IBM, GOOG, ETC

Across the option blogosphere the hot talk is AAPL and IBM.  My option mentoring students are ask about AAPL more than any other stock, with IBM probably a close second.  However, I think

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Spread between Implied Volatility and Realized Volatility in the SPX is High

One thing I am constantly trying to gauge for my options mentoring students how hard it is to trade.  In times when HV is higher than IV it can be tough on an income option trader.

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Why Does Implied Volatility Increase in Out of the Money Options in the Weekly's

My options mentoring students are always asking me about how to trade weekly options.  Should I sell condors?  Should I sell butterflies?  When should I trade?

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