SPX Vol Crush

During the AM Pit Report, and during my first option mentoring session, there was actually a period of time where the VIX was not down enough to cover the change in SPX price.

Implied Volatility is up, In Some places

At Option Pit one of the things we really work with traders to understand is how the volatility curve is moving, not just the VIX.

Option Pit's Lead Option Mentor Mark Sebastian Writes Feature Article for SFO

Check out the feature Mark Sebastian, Option Pit's COO and Director of Education, wrote for Stock Futures and Options Magazine.

Option Pit Option Mentoring Posts an Excerpt from Expiring Monthly

In light of the upcoming election, and all that goes along with it.  I thought I would post an article I wrote for Expiring Monthly: The Option Trader's Journal.

What happens to the Gamma of In or Out of the Money Options when IV increases

When I am working with option mentoring students, for the most part they can figure out At-The-Money options.

Why does Gamma fall when Implied Volatility Increases?

As many of you know, at Option Pit we are kind of the volatility experts (which when you think about it, kind of makes us the trading experts).  One of t

Option Pit Director Of Education and Posted on Yahoo Finance and

Read Mark Sebastian's analysis of Southwest's Purchase of AirTran Air, right here:  

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  • Is Implied Volatility in a range, or is the VIX in a range?

    During the last few weeks we at Option Pit have been discussing, all the happenings with the SPX.  This is because it is the largest, most active, and mo

    Option Block Podcast #3

    The Option Block, a bi-weekly podcast featuring lead mentoring and COO of Option Pit Mark Sebastian is getting better and better.  Check out The Option Block here: http://www.theopt

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