TLT

Bond and S&P IV In a Strange Place

Posted by msebastian on Wed, 01/25/2012 - 5:27pm
To show you how great of an effect that the Fed, Europe, and congress is having on the market, I thought I would point out something unique that is currently happening:  Here is a quick look at volatility in the SPX Livevol (r) www.livevol.com

Bonds and VIX sending Conflicting Signals

Posted by msebastian on Wed, 11/16/2011 - 4:24pm
Just a quick note today.  I am actually writing this post from the on the heels of today’s sell off we are seeing some very interesting contradicting signals from the equity markets:

VIX, TLT Option Vol's Calling Rally a Load of Hooey

Posted by msebastian on Fri, 11/11/2011 - 4:57pm
As I have been pointing towards in the last few posts, the equity markets have been TERRIBLE at predicting the world is getting better.

Hedge Products Pointing Toward Rough Waters

Posted by msebastian on Mon, 11/07/2011 - 5:12pm
As I was looking at the stock market today, I have to admit that I am somewhat mystified at how resilient the SPX has been over the last few weeks.

AM Volatility Report 11/9: VIX, TLT, GLD option vols

Date: 
Wednesday, November 9, 2011 - 9:50am
We review yesterday's AM report and point out that VIX, GLD and TLT option IV's are not moving very much.