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 […]
Option Pit Volatility Report 10-15-18: The S&P is Likely To Soften, VIX still high
Option Pit Volatility Report 10-15-18: The S&P is Likely To Soften, VIX still high Check out our new Events page and upcoming Saturday Classes!
Option Pit Volatility Report 10-12-18: Market Pump Fake? A Suckers Rally?
Option Pit Volatility Report 10-12-18: Market Pump Fake? A Suckers Rally? Check out our new Events page and upcoming Saturday Classes!
$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 […]
Option Pit Volatility Report 10-11-18: More Churn More Chop
Option Pit Volatility Report 10-11-18: More Churn More Chop Check out our new Events page and upcoming Saturday Classes!
Option Pit Volatility Report 10-10-18: VIX is on the move
Option Pit Volatility Report 10-10-18: VIX is on the move Check out our new Events page and upcoming Saturday Classes!
$VXX will go down, it is only a matter of when
$VXX will go down, it is only a matter of when $VXX will go down, it is only a matter of when. That was a response to a Tweet on last night’s blog and I agree with it. I don’t know how useful that is for generating trade ideas but history says it is […]
Option Pit Volatility Report 10-9-18: Can VIX hold up?
Option Pit Volatility Report 10-9-18: Can VIX hold up? Check out our new Events page and upcoming Saturday Classes!
How to tell where the $VXX will go?
How to tell where the $VXX will go? $VXX is going to move somewhere. That is for sure. Just last week around this time the ETN was hovering about $26 and going nowhere fast. The VIX October future premium was huge, the highest if not the highest level in 2018 for this close in […]
Option Pit Volatility Report 10-8-18: VIX looking at other things
Option Pit Volatility Report 10-8-18: VIX looking at other things Check out our new Events page and upcoming Saturday Classes!