Dr. Lawrence Silverberg is a star Level 3 traders, and good friends in the business. He used to guest blog at my old site all the time.
During the Pit Report a few of our option mentoring students asked me to take a look at POT and see if there were any bullish trades that might have
As a market maker and now a mentor, I have had a plenty of time to look at implied volatilities. In fact, that is basically all I do.
I have always been a little wary of the trading the weekly options for an income portfolio. Inherently, I was thinking the risk reward makes no sense. The argument I always get is that
The VIX was up about 3 points today. The VXX was up over 1.5 points. How much was IV up in ATM SPX today?
So I thought I had to write today's daily SFO. I didn't, but I had already written my piece. I thought I would post it here. Keep an eye out for tomorrow Daily SFO by me!
With the FOMC meeting, and employment over with I thought today would be a good time to examine the state of SPX volatility. Is realized volatility high or low? Where is implied volatil
Once again it is time for my favorite reoccurring character to write, "The Vew From the Virtual Option Pit." I hope you guys enjoy as much as I do.
This is the second part of Michael Chin of The Intuitive Trader. Its a little long, but worth the read.