calendar

Break SPX-VIX in Correlation Slightly Troubling

Posted by msebastian on Wed, 01/11/2012 - 11:41pm

We will be having the second free webinar in our using the VIX to trade series.

VIX Officially Off Steroids

Posted by acparis on Fri, 01/06/2012 - 6:26pm

I have to admit, while I have been expecting the VIX to return to normalcy, I have been shocked at the speed at which it moved down. I have been writing for some time that I expect the VIX to fall down and fall down hard. We wrote about how in December we were expecting the VIX to dive based on how the futures were priced. Even so, I didn't think VIX would be threatening 20 by the first week of January.

Free SPX Gamma? Don't Mind if I Do

Posted by acparis on Thu, 12/22/2011 - 3:51pm

REMINDER: Our Christmas Sale Ends Saturday email us mark@optionpit.com for special deals on Option Pit Products!

Think the VIX is Over Sold? Try This!

Posted by msebastian on Fri, 07/22/2011 - 7:20pm

I think that the selling of premium into this small rally has been a bit overdone, even if IV is still a touch elevated in relative terms.

SPX Up, IV Up, A Trend Breaker? AAPL Trade Idea

Posted by msebastian on Wed, 07/06/2011 - 6:25pm

Up to now, despite Friday's minute blip, most traders would have said this relief rally has some legs to it.

How Much Was Implied Volatility Down Today in the SPX

Posted by msebastian on Thu, 03/17/2011 - 6:32pm

Before Starting, if you did not have a chance to read my two part piece on Toyota, I wrote for TheStreet.com, please read it:

SPX Calendars May Be Falling Into Place

Posted by msebastian on Mon, 10/25/2010 - 8:30pm

I was looking at calendars with an option mentoring student when looking at calendars.

SPX Vol Crush

Posted by msebastian on Tue, 10/05/2010 - 7:44pm

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.

How Did RIMM Earnings Play Out in the Options

Posted by msebastian on Thu, 09/16/2010 - 5:24pm

During the Mid-Day Pit Report the option mentoring students and I really broke down the paper flow in RIMM. There was an order that seemed to

A Successful SPX Short Calendar

Posted by msebastian on Tue, 08/24/2010 - 4:24pm

Yesterday during the Mid-Day Pit Report I was pointing out how wide the IV spread was between September and October. With the market up on the day I pointed out that the implied volatility sp