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

    How would did an SPX Butterfly Perform if Traded Thursday?

    Option traders, at Option Pit we tell our option mentoring students that it is important to understand how skew make a trade more or less favorable.

    The State of SPX Volatility 9-23-2010

    Normally I am not one to brag, but very rarely to I hit the nail on the head the way I did in my piece for SFO Magazine today.  During the Pit Report, I was

    Option Pit Lead Mentor Published at SFO

    We wrote the daily SFO today:  Daily SFO

    On The Road Teach Option Traders in Atalanta

    Option traders, 

    I am on the road in Atlanta today, so I will only write a couple of quick notes:


    Smart Paper puts on sweet trade in ADBE...I think

    At Option Pit Option Mentoring we always get asked about earnings plays.

    Option Pit Director Of Education and Posted on Yahoo Finance and

    This week lead mentor Mark Sebastian wrote about DR Horton check it out here: TheStreet

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