Its a Wrap
Well, its time. Time to burst out of this blog bubble here and see what the real world offers. In other words, The Daily Options [...]
SKEW And You
Tired of laboring comparing two numbers on an SPX options board and dividing one by another? Fear not, the CBOE will now do it for [...]
AlphaIndexVille
Looks like we got a new group of options coming down the pike from Nasdaq. This, from Brendan Conway at The Journal The exchange got the [...]
AAPL Volatility Droppings
Got some thoughts on AAPL options over at Investor Place. Nickel version is that they’re kind of cheap. Dime version is that its not that [...]
Happy VIX Days From Here
This, from MKM Partners A defining characteristic of equity implied volatility is its tendency to mean revert. With the CBOE SPX Volatility Index (VIX, 15.93) [...]
Stats and Selection Bias
If there’s one thing I learned writing a book, its that you can make stats say what you want if you’re so inclined. OK, that’s [...]
VIX Divergences and The Idiocy of Deion Sanders
Should we worry about divergences between VIX and SPX? Was there actually a divergence recently? I attempt to answer that over on Investor Place. And [...]
FSLR Volatility Surge
The A-Team at Goldman had this yesterday in FSLR. FSLR February options appear expensive and earnings are estimated for after Feb expiration. In the context [...]
Some Groundhog VIX Sonar
….And 1.5 days later, the VIX rally is no more. As Jamie mentions, we had a bad VIX tick on Monday. At maybe 12:50 EST, [...]
Viewer Email
We get some questions in email. And every once in a while, we respond. We even respond in *first person*, even though for some reason [...]
