premium

VIX Futures Not Exactly a Harbinger of Bad Things

Posted by acparis on Tue, 01/10/2012 - 8:36pm
We will be having the second free webinar in our using the VIX to trade series.  Go to our EVENTS page to register.  Also, make sure to read the Option Pit Challenge below: As I was looking at the VIX trading relative to the SPX, I was struck by a few things: 1.  While the VIX really threatened to break 20, it never did.  The VIX rallied toward the end of the day, which shows there are some buyers of insurance that are willing to step in and buy insurance with the VIX at 20.00 

WAG Setting Up for a Break Out

Posted by msebastian on Thu, 12/15/2011 - 5:52pm
While I usually stick to large themes like VIX and SPX today I wanted to point toward something interesting going on in Walgreens options.

Major Players Buying SPX Premium

Posted by msebastian on Mon, 07/11/2011 - 3:52pm
At the beginning of June when the market had its first of several major down days, I made note of the fact that the market was a major net seller of premium.

IV Got Smoked Harder than the VIX

Posted by msebastian on Wed, 06/22/2011 - 4:31pm
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

Posted by msebastian on Tue, 06/21/2011 - 9:21pm
Today was an interesting day for the volatility complex.

Premium Continues to Deteriorate

Posted by msebastian on Mon, 06/06/2011 - 8:59pm
I have had more than one option mentoring student ask recently me what is going on with volatility.

Despite Bad Day in SPX IV and Skew Are Depressed

Posted by msebastian on Fri, 06/03/2011 - 6:49pm
I commented this morning how shocking it was to watch volatility action.  The market in general was brazenly selling premium into yet another sell off.

Is There A Major Change in the VIX Behavior Forming?

Posted by msebastian on Thu, 05/26/2011 - 6:23pm
If you like to follow Adam Warner's tweets (something every real option trader should do) you know that every Monday he likes to remind all option traders that just because the VIX is up, does not

When Should I Re-Sell the Call Side of an Iron Condor in SPX?

Posted by msebastian on Fri, 09/03/2010 - 6:38pm
Option Traders, as an option mentor one of my goals is to be as modest in victory as I am in defeat.