coaching

Why Does This VIX Seem So Scary

Submitted by msebastian on Tue, 04/03/2012 - 7:15pm

As I look at the VIX trading 16% today, and the market still near 2008 highs, it got me to thinking. What is with all the gloom and doom? Was everyone acting like the market is about to take a dive? To start; lets take a look at to volatility charts; one is the IV of the VIX from Jan-Apr in 2011, and the other is the IV of the VIX from Jan to April in 2012.

Graphs from Livevol (R) www.livevol.com

SPX and SPY Condors Look Interesting

Submitted by msebastian on Tue, 08/23/2011 - 9:48pm

With all of the market volatility over the last few weeks, one would have thought the market would be FLYING around left and right. It hasn't.

SPX IV Officially Over Sold...According to SEB

Submitted by msebastian on Thu, 07/21/2011 - 10:15pm

Option traders, one of the way's I judge where implied volatility is trading is to look at ATM straddles. In the SPX the straddle closed at just over 46 dollars:

Free Webinar: Back Trading Butterflies Replay

Submitted by msebastian on Wed, 07/13/2011 - 11:20pm

You can catch the replay of today's webinar. I made a special offer at the end, so its worth it to listen till the end.

Is the VIX heading to 30?

Submitted by msebastian on Wed, 07/13/2011 - 6:05pm

Every day at least one of my option mentoirng students ask me where I think the VIX is going. The answer, of course, is I do not know.

Guest Blogger Ryan Baird: Getting to Know Your Intersections

Submitted by msebastian on Thu, 07/07/2011 - 6:14pm

We welcome back Ryan Baird market maker, thinker, man of the people.

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

Submitted by msebastian on Wed, 07/06/2011 - 7:25pm

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

SPX. VIX: There Goes the Weekend

Submitted by msebastian on Thu, 06/30/2011 - 3:53pm

For those of you that were looking to sell premium ahead of the weekend, that chance has now passed (

msebastian's blog

SPX Iron Condors looking Interesting

Submitted by msebastian on Mon, 06/20/2011 - 7:50pm

Coming off of a nice IV panic last Thursday, and a subsequent IV calming last Friday, markets like the one we have now can often throw many of my new options mentoring students for a loop.

A 'Run' on SPX Implied Volatility

Submitted by msebastian on Fri, 06/17/2011 - 4:15pm

I am a little disappointed I was so tied up yesterday, as it would have been a remarkably interesting day to trade. Many of my option mentoring students kept asking me why the VIX was up so m