Archive for November, 2010

• Mr VIX Wild Ride
  Posted by Adam Warner on November 30th, 2010 at 6:24 am, Comments: 0

  No sooner did we return from our turkey-induced coma than we found our beloved VIX commencing a pretty robust pop that began Friday, and to [...]

• We’re Back VIX-ing
  Posted by Adam Warner on November 28th, 2010 at 10:44 pm, Comments: 0

  Hope everyone had a happy Thanksgiving. Since we last posted, Ireland launched Bristol Palin over their hostile border, while Cam Newton bailed North Korea’s banks [...]

• De-Blogging
  Posted by Adam Warner on November 19th, 2010 at 2:59 pm, Comments: 0

  Holiday’s are upon us, so going to take a Blog-Break. Posting will be somewhere between sporadic and non-existent. Will still be around on twitter and [...]

• VIX and The Turkey Coma
  Posted by Adam Warner on November 19th, 2010 at 6:42 am, Comments: 0

  By and large, the VIX has sat in a range lately. But that didn’t stop us from a (very brief) moment of excitement the other [...]

• Volatility Screen-Fest
  Posted by Adam Warner on November 18th, 2010 at 6:56 am, Comments: 0

  Everyone’s always looking for volatility screeners. And hey, Goldman runs a few for us! Up above they compare implied volatility of 3 month duration ATM [...]

• HGSI Blow-Down
  Posted by Adam Warner on November 17th, 2010 at 12:00 pm, Comments: 0

  Not sure I’ve ever seen a big biotech options bidup turn into quite the dud as HGSI. Check out the “Net” columns up above for [...]

• VXX Alive!
  Posted by Adam Warner on November 17th, 2010 at 6:56 am, Comments: 0

  VIX closed at 22.58 yesterday. VIX Dec. futures have essentially no premium left. Ladies and Gentlemen, we have officially taken VXX off the Endangered list. [...]

• Weekly Options Going Mainstream
  Posted by Adam Warner on November 16th, 2010 at 12:20 pm, Comments: 0

  Looks like we have a hit product on their hands. This from the CBOE. Since last summer when more Weeklys were listed for trading (35 [...]

• The Big VIX-ture
  Posted by Adam Warner on November 16th, 2010 at 6:17 am, Comments: 0

  Parsing every little tweak in the VIX sometimes causes me to lose sight of the bigger picture. So let’s take a step back. The VIX [...]

• Gus Johnson Hail Mary and VIX Party
  Posted by Adam Warner on November 15th, 2010 at 12:06 pm, Comments: 0

  You may notice unusual strength early on most Mondays. You may have also noticed it did not happen today. You may wonder why. You may [...]