Contango

VIX Futures Not Exactly a Harbinger of Bad Things

Posted by acparis on Tue, 01/10/2012 - 8:36pm

We will be having the second free webinar in our using the VIX to trade series. Go to our EVENTS page to register. Also, make sure to read the Option Pit Challenge below: As I was looking at the VIX trading relative to the SPX, I was struck by a few things: 1. While the VIX really threatened to break 20, it never did. The VIX rallied toward the end of the day, which shows there are some buyers of insurance that are willing to step in and buy insurance with the VIX at 20.00

Is the SPX Oversold or the VIX Underbought?

Posted by msebastian on Wed, 06/01/2011 - 5:00pm

As I looked through the stats of today's market selloff, I noticed a few interesting things. The most significant was this: for how much the SPX was down, IV did not seem to rally very hard.

The Daily Options Report Memorial VIX Contango Blog

Posted by msebastian on Fri, 04/15/2011 - 3:51pm

As someone who watches SPX volatility and VIX movement probably as closely as any blogger/educator this side of Bill Luby, I have to say I have been

Why Has VIX Contango Gotten Less Severe?

Posted by msebastian on Fri, 11/05/2010 - 6:59pm

Option Traders, some of my favorite blogs are vixcentric or talk about the VIX often (VIXandMore and Dai

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.

Is the SPX about to Sell off? Is the VIX about to Pop?

Posted by msebastian on Thu, 09/09/2010 - 3:59pm

Traders, as an option mentor I am constantly asked by my option mentoring students where I think the market is heading.