weighted vega

Understanding Weighted Vega in SPX Options

Posted by msebastian on Mon, 12/06/2010 - 8:09pm
Many clownish option mentoring firms will actually call a calendar a good way to hedge the short vega from income spreads.

SPX Calendars May Be Falling Into Place

Posted by msebastian on Mon, 10/25/2010 - 8:30pm
I was looking at calendars with an option mentoring student when looking at calendars.

Guest Blogger Michael Chin: Option Pit Student and author of Trading Intuitively

Posted by msebastian on Fri, 08/06/2010 - 3:28pm
This is the second part of Michael Chin of The Intuitive Trader.  Its a little long, but worth the read.