vol

AM Pit Report

Date: 
Friday, August 12, 2011 - 9:50am
We look at volatilty

AM Pit Report

Date: 
Thursday, August 11, 2011 - 9:50am
We discuss volatily and trading. and GLD

Am Pit Report

Date: 
Monday, August 8, 2011 - 9:50am
 We talk volatilty, the SPX and VIX time spreads. 

SPX VOL THUD, The VIX gets it right!!!!

Option Traders, if you put your ear to the T-1 line that delivers your data feed I think you might have heard what sounded like a cross between like a overused Whoopi cushion.

I officially do not hate Butterflies

The market ping pong continues.  The SPX and SPY have no conviction in either direction.  I expect short term IV to rally because we are nearing the top of the SPX range of about 1100.