Is SPX Option Implied Volatility Skew Curve Pointing Toward a Crash?

Option Traders, we have had a couple of very interesting back to back trading days.  Yesterday, we saw the market take a dive, only to roar all the way back to unchanged.  Today, the mark

SPX Option Implied Volatility and the Week Ahead

In the past many option mentoring students have made the mistake of thinking that they can sell options into Thanksgiving this week.  We know better here, that ship sailed last week.

The View from the 'Virtual' Option Pit-With Ryan Baird

Again I will be back on Monday.  Enjoy Ryan's Post.

Size matters…..No, really it does! Guest Blog from

I'm in Las Vegas at the Traders Expo.  Filling in for me is my good Friend Mike Schwartz of Serious Options.

The Turkey Has Been Fully Cooked


SPX Down Big, did skew shift?

It doesn't take one of my option mentoring students to understand that there was an increase in volatility today.

Are the SPX Christmas Options Already Losing Thanksgiving???

Many an option mentoring student pointed out to me that volatility was down today.

Why is GLD skew structured the way it is, how does GLD IV move?

At Option Pit Option Mentoring, we are work with our students to get them to be borderline experts in understanding how the skew curve (sometimes called 'smile' by the amateurs) moves when equity b

Quietly Implied Volatility Fell

One of the things we really stress here at Option Pit Option Mentoring is not to get too overly caught up in the VIX hype.

Understanding Implied Volatility and Iron Condors

During the Pit Report today I had an interesting discussion with one of our option mentoring students.

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