oex

VXO-VIX Movement Peculiar

Posted by msebastian on Fri, 09/09/2011 - 6:42pm
Today, in my column for TheStreet.com, I made mention of the fact that VXO, the original CBOE volatility index, was vastly outperforming the VIX.

AM PIt Report 7-14-11

Date: 
Thursday, July 14, 2011 - 10:00am
 We talk about our SPY straddle, we talk about an OEX condor, we then issue the Chipotle Challenge and talk about a special deal. 

AM Pit Report 6/27

SPY trade we don't touch, OEX we will close or sell the call spread, XIV 1 for 10 reverse split

Am Pit Report 11-26

We will go through our trades including our OEX condor and SPY Fly we talk about XRT and SPX as well.  Also the long weekend. 

AM Pit Report 11/18/2010 Starts at 11:40 EST!

 We go over our trades, talk about F and GM, look at the VIX 

Closing Down SPX-OEX Straddle Swap

Posted by msebastian on Fri, 10/15/2010 - 7:05pm
At Option Pit Option Mentoring, its not like we spend most of our times on swaps.

SPX Skew Flatter, OEX-SPX 1-5 straddle swap looking inviting.

Posted by msebastian on Fri, 08/27/2010 - 3:39pm
I was working with an option mentoring student today when we realized that SPX skew is at the flattest on the put side it has been in weeks.  The calls are also relatively cheap.

AM Pit Report 8-11-2010

The market is down big, we will talk about why and how. As well as what how traders may take advantage.

Units Article Originally Posted at OptionsZone

Posted by msebastian on Sat, 07/17/2010 - 12:08pm
I want to flash you traders back to the flash crash.   The fund I work with was trading had entered a May OEX butterfly that had been doing reasonably well, until the first week of May.&n