Comparing SPLV and VQT
Based on some of the questions and comments that came out of Wednesday’s Three New Risk Control ETFs from Direxion, there appears to be a significant portion of the investment community that is uncertain about just how some ETPs are attempting to dam...
Q & A: The Historical Volatility of VQT
Questions from readers are where I get to learn which aspects of volatility cause the most confusion and consternation among investors, so one of the things I will strive to do in 2012 is take more of the Q&A exchanges that might be buried in the c...
The Low Fear Selloff
Steven Place of Investing with Options has a video post up this morning, Options Market Does Not Care About Selloff, in which he discusses how the implied volatility in various asset class volatility indices (VIX, GVZ, EVZ) are showing a very muted rea...
VIX Puts Looking Attractive
A lot can happen to the financial markets in the course of the next day or so and by my unofficial reckoning, quite a few of those are not just scary, but could have a 2008 flavor to them. With the VIX at 30.60, implied volatility certainly is high, b...
What’s as good as gold, but potentially much more volatile?
The Swiss franc.It has indeed often been cited as being as good as gold.But while, on the surface, its similarities with the yellow metal might seem obvious, there is one very...
Crouching Vix, hidden volatility
As FT Alphaville has written before, the volatility is out there.You just have to look for it — and not by glancing at industry-standard, the CBOE Vix index.A point aptly...
Reader Q and A: Straddles and Implied Volatility
Right before the close last Wednesday I placed an ATM straddle that proved to be profitable and I closed it after the IV spike on Thursday. I shouldn't have come back for more, but I placed another ATM straddle Monday before the close and even with the...
Reader Q and A: Straddles and Implied Volatility
Right before the close last Wednesday I placed an ATM straddle that proved to be profitable and I closed it after the IV spike on Thursday. I shouldn't have come back for more, but I placed another ATM straddle Monday before the close and even with the...
