cboe

VIX Option Premium Getting Smoked

Posted by msebastian on Tue, 08/09/2011 - 11:07am
The VIX is selling off handily today.  I think it is going to threaten 40 at least until the fed decision come out.

Wealth Lost, Volatility Through the Roof: Buy CBOE

Posted by msebastian on Mon, 08/08/2011 - 5:52pm
There are going to be about 1000 blog posts about how this is the highest the VIX has been since the flash crash.  There will be even more about how this is the biggest crash since 2008.

How to Tell when Your Cheap Puts are Expensive: The Curve Vol Index

Posted by msebastian on Thu, 03/24/2011 - 9:01pm
My option mentoring students will tell you when it comes to option trading the two things I probably talk about most are implied volatility and skew.   In fact, I make my trader’s track b

CBOE's C2 Exchange to Trade SPX Options

Posted by msebastian on Tue, 10/26/2010 - 9:11pm
As an Option Mentor I am always reading up on things to make sure my option mentoring students are up to date with the latest happenings in the trading world.

Are Condors in the Weekly's Worth It?

Posted by msebastian on Thu, 08/12/2010 - 7:50pm
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