options mentoring

GLD IV at a 104 Week Low, Precious Metals Getting Smacked

Submitted by msebastian on Tue, 07/05/2011 - 5:28pm

While many traders are talking about the low VIX (in IV terms yes, in HV terms debatable), under the radar is a different type of volatility sell off, commodities and precious metals.

SPX. VIX: There Goes the Weekend

Submitted by msebastian on Thu, 06/30/2011 - 3:53pm

For those of you that were looking to sell premium ahead of the weekend, that chance has now passed (

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    • The VIX Was What We Thought It Was

    Submitted by msebastian on Wed, 06/29/2011 - 6:37pm

    Option Traders, very rarely am I as right as I was in my blog post last night.

    What To Expect if the Greek Austerity Vote Passes...or Fails

    Submitted by msebastian on Tue, 06/28/2011 - 5:28pm

    One of the trickier things to do is to evaluate risk premium ahead of a market event.  For instance, on Friday, there was a massive amount of risk premium built into the market.

    SPX, VIX Point Toward Higher Fear...for a Now

    Submitted by msebastian on Mon, 06/27/2011 - 7:17pm

    Option traders, I was a quite a bit wrong last week.  The math I did on implied volatility was off.

    Implied Volatility and the VIX Likely Headed Lower Soon.

    Submitted by msebastian on Thu, 06/23/2011 - 8:18pm

    There was quite an interesting development in the volatility today.

    Adjusting Butterflies Part 2 Replay

    Submitted by msebastian on Thu, 06/23/2011 - 9:43am

    You can catch the replay of last nights webinar by clicking this link:

    Adjusting Butterflies Part 2

    IV Got Smoked Harder than the VIX

    Submitted by msebastian on Wed, 06/22/2011 - 5:31pm

    It has been a fun few days working with my option mentoring students on the volatility complex wehave seen over the last few weeks.  While I normally am pretty neutral, yesterday I predicted a

    Traders May Want to SPX and VIX Premium Quick and Early

    Submitted by msebastian on Tue, 06/21/2011 - 10:21pm

    Today was an interesting day for the volatility complex.

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