Understanding Time to Expiration in Options

Understanding Time to Expiration in Options   Understanding Time to Expiration for Options is one of the great misunderstood inputs in the Black-Scholes Model.  The option goes through a metamorphosis not unlike a butterfly, no pun intended. Larva, does not move much, Caterpillar, moves some, Butterfly, moves a whole lot Phases of Options The Time […]

$VVIX moves to a 6 month high

$VVIX moves to a 6 month high $VVIX is moving to 6 month highs and could move to 12 month highs.  In order for it to do that we would need Volpocalypse 2 to unfold before our very eyes.  With XIV and SVXY not running for the exits anymore this 1 week doubling of $VIX […]