Archive for December, 2010

• VIX In Review
  Posted by Adam Warner on December 30th, 2010 at 5:37 pm, Comments: 0

  As we look back at the year in review, it was the best of VIX times, it was the worst of VIX times. Well, actually, [...]

• A Quick Word From Our VIX
  Posted by Adam Warner on December 27th, 2010 at 5:23 pm, Comments: 0

  Yes, its me, VIX. Was planning on vacation this week, but got snowed in at JFK on way to the Caymans, so here I am. [...]

• Merry New Years
  Posted by Adam Warner on December 23rd, 2010 at 5:01 pm, Comments: 0

  So I got this comment about me on my award-tinged Barrons piece. Here’s a fellow who only knows how to make money when the VIX [...]

• VXX: Even Volatility of Volatility is Contracting
  Posted by Adam Warner on December 23rd, 2010 at 7:03 am, Comments: 0

  Check out the 10 Day HV of VXX here. A month ago it hit 80, now its 25. It probably means nothing. Actually I’m sure [...]

• Does a Low VIX Signal Danger? : My Guest Appearance In Barrons
  Posted by Adam Warner on December 22nd, 2010 at 7:06 am, Comments: 0

  Yes, a respectable publication agreed to run my VIX-related infomercial. I guested the Barrons Striking Price column yesterday. Remember all the way back to April [...]

• Giant Meltage
  Posted by Adam Warner on December 21st, 2010 at 8:32 pm, Comments: 0

  OK, just one comment on the Giant Debacle. Probably. Slightly lost in the public lynching of Matt Dodge and his inability to punt a ball [...]

• The “Cheap” VIX?
  Posted by Adam Warner on December 21st, 2010 at 9:12 am, Comments: 0

  Is it really that cheap? I mean check out this graph here of 10 Day realized volatility in SPY over the past 3 months. It [...]

• VIX-Piracy Time!
  Posted by Adam Warner on December 19th, 2010 at 11:19 pm, Comments: 0

  Zerohedge chimes in on our beloved VIX. Since he has about 4 billion times my audience, I feel some sort of civic duty to elaborate [...]

• On Futures Premiums, VIX and Sentiment
  Posted by Adam Warner on December 17th, 2010 at 7:16 am, Comments: 0

  Yes, read all about it, here on Investor Place. More important. Anyone see this ad for NFL Red Zone? If you’ve watched 10 minutes of [...]

• AAPL Call Play?
  Posted by Adam Warner on December 16th, 2010 at 9:58 am, Comments: 0

  Like some Apple? The Idea Factory at Goldman has this trade idea. Buy AAPL Feb $330 calls for 4% of spot to capture earnings, holiday [...]