Options Trading and Education Blog

Morning Vol Report FXB madness

Posted By Andrew Giovinazzi Wed, 01/18/2017 - 9:27am

 

 

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Why is VVIX Creeping Higher

Posted By Mark Sebastian Tue, 01/17/2017 - 3:21pm

While the market was off today, and VVIX was actually off a touch as well,  there is a pattern developing in VVIX that is none too bullish the stock market.  Check out a chart of VVIX since it bottomed last week.

chart_-_vvix_-_the_vvix_index_window_screenshot_24.png

LivevolX for Lightspeed

When VVIX rallies and the market is not doing much, I am not sure there is much more of a sign that something could fall off the rails.  Maybe the rally is ahead of this Friday's new President.  Maybe its earnings and fed,  either way,  there are nerves out there.

The Trade:

March seems like a decent place to hedge.  We like bull OTM butterflies in March as a portfolio hedge or a cheap play on vol poping in VIX

Morning Vol Report Banks look weak

Posted By Andrew Giovinazzi Tue, 01/17/2017 - 9:17am

 

 

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Option Pit Trade Idea of the Week VIX ETP

Posted By Mark Sebastian Fri, 01/13/2017 - 1:49pm

Am Vol Report 1/13/17

Posted By Mark Sebastian Fri, 01/13/2017 - 9:13am

Where is the Fear?

Posted By Mark Sebastian Thu, 01/12/2017 - 4:58pm

Today,  at one point the market was down almost a full 1%.  With inaugeration,  data, and earnings coming up, it appears that the market might finally be ready to take a breather.  Unless one looked at volatitliy.  Which even on the lows did little to nothing:

tick_chart_-_spy_-_spdr_sp_500_etf_trust_window_screenshot_0.png

LivevolX for Lightspeed

While we may get a sell off, based on the price action today out of options,  its not right now.  Maybe we see more chop,  But at this point,  sell offs are being met with large ammounts of put selling. We think this points toward volatitliy continuing lower all the way through expiration next week.

The Trade; 

We like short VIX via long January put options into expiration.

(Karman Line Volatility Fund has positions in VIX puts).

Morning Vol Report- Will the VIX stay this low?

Posted By Andrew Giovinazzi Thu, 01/12/2017 - 9:07am

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Morning Vol Report meandering markets

Posted By Andrew Giovinazzi Wed, 01/11/2017 - 9:21am

Morning Vol Report - meandering markets

Posted By Andrew Giovinazzi Tue, 01/10/2017 - 9:07am

VIX marks up, will it hold?

Posted By Andrew Giovinazzi Mon, 01/09/2017 - 9:11am

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