Trading

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

Option Pit's Research on AAPL as Seen on Mad Money

Posted by msebastian on Tue, 01/24/2012 - 11:07am
There has been a bit of confusion as to what exactly what the reserach Jim Cramer quoted Mark Sebastian on last night meant (watch the Video here).  Here is the research that was used along with a slightly more indepth description.  It should clear up any confusion.  As a follow up,  you can catch our live webinar on using options to trade stock earnings on Feb 15th.  Register here.

SPX IV a Touch Troubling

Posted by msebastian on Tue, 01/17/2012 - 6:13pm
Don't forget to register for tomorrow's webinar.  You can do it here. I have been saying for some time that I thought we were going to touch 1300.  Now that we have, where are we going from here?  I'll be honest, I am on the fence.  There are a few things coming out of option prices that make me bullish: 1.  VIX futures are in a somewhat heavy contango 2.  Market momentum 3.  The way the SPX has shrugged off bad news on Friday Then there are a few things that I really don’t like.  Maybe they are more of a long term.  Maybe they are short term.   1.  Today's turnaround was as bearish as Friday's turnaround was bullish

Break SPX-VIX in Correlation Slightly Troubling

Posted by msebastian on Wed, 01/11/2012 - 11:41pm
We will be having the second free webinar in our using the VIX to trade series.

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 

Option Pit COO on CNBC

Posted by acparis on Thu, 12/29/2011 - 12:05pm
Option Pit's COO and Director of Education talked about today's markets along with how he views the upcoming trading year during a segment on CNBC's Squawk on the Street.  

Option Pit's Best Blogs: Is IV Predictive

Posted by acparis on Wed, 12/28/2011 - 9:16pm
Option Pit's After The Holidays Sale:  Do you want some option training for yourself?

Option Pit Top Blogs: Christmas and the VIX

Posted by acparis on Tue, 12/27/2011 - 4:53pm
Option Pit's After The Holidays Sale:  Do you want some option training for yourself?

What Happened to the VIX

Posted by msebastian on Mon, 12/12/2011 - 5:19pm
 

VIX at a Cross Roads...Again

Posted by msebastian on Thu, 12/08/2011 - 5:35pm
First some business, Option Pit will be giving a free follow up webinar to Jim Cramer's VIX analysis seen on Mad Money.