iron

AAPL Iron Butterfly Might Be Interesting

Posted by msebastian on Wed, 11/02/2011 - 10:35pm
As I looked at AAPL on LiveVolPro today, I noticed something interesting.  It was a possible split strike butterfly play.

The State of Volatility in the SPX 8-10-2010

Posted by msebastian on Tue, 08/10/2010 - 6:07pm
With the FOMC meeting, and employment over with I thought today would be a good time to examine the state of SPX volatility.  Is realized volatility high or low?  Where is implied volatil