I was in an option mentoring session yesterday working with one of my brightest students when we began looking at the SPX September-October call spread. The spread had a mid price of about 13
As a market maker and now a mentor, I have had a plenty of time to look at implied volatilities. In fact, that is basically all I do.
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.
One of the things we have been focusing on with our option mentoring students is trading what is given to you.
It is time again to stop and take a look at the SPX. What is the realized volatility, what is the implied volatility? Should I be trading condors, butterfly's calendars? You have
The ES (S&P 500 Futures), almost rallied above 1100 today, yet failed again to break through. I am not a technician by any means but this is certainly something to watch.
