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The View from the "Virtual" Option Pit-With ODI Doing the Time Spread Tango!
Posted by msebastian on Mon, 08/09/2010 - 2:53pm
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GENZ
implied volatility
option
spread
time spread
Trading
Once again it is time for my favorite reoccurring character to write, "The Vew From the Virtual Option Pit." I hope you guys enjoy as much as I do.
msebastian's blog
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AM Pit Report 8-3-2010
GENZ
SPX
vxx
We look at the SPX, and VXX, talk about our VXX trade and GENZ