The VIX may have gained a little more than 1%, something those in the media will point toward as an increase in fear. As I look at volatility I do not seem much of an uptick at all.
I got a Skype message from one of my options mentoring students today. He asked me if I was going to discuss the weekly options today during the AM and PM Pit Reports.
The VIX did something totally unexpected today...It Acted like It is SUPPOSED TO!!! The market was down a few points today, and the VIX rallied.
I would love to write about the SPX today, but it would basically be a repeat of yesterday’s post: The market looks ugly, and traders seem perfectly happy to sell premium into this sell off.&
I have had more than one option mentoring student ask recently me what is going on with volatility.
I commented this morning how shocking it was to watch volatility action. The market in general was brazenly selling premium into yet another sell off.
When I was a boy I used to love ping pong and tennis. The only part of the game I really didn’t like at all was this: We would hit the ball back and forth for seconds or minutes, but ev
As I looked through the stats of today's market selloff, I noticed a few interesting things. The most significant was this: for how much the SPX was down, IV did not seem to rally very hard.
With the market up big and coming off of a bit of a selloff, it is not much of surprise that the VIX is breaking 16 again.
So I was reading the my quote in reuters (picked up by the WSJ) when I realized that many people might not know what I was talking about when I said 'http://blogs.wsj.com/marketbeat/2011/0