Author Archive

  • Its a Wrap
    Posted by on February 15th, 2011 at 6:28 pm, Comments: 0

    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
    Posted by on February 11th, 2011 at 7:42 am, Comments: 0

    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
    Posted by on February 10th, 2011 at 9:14 am, Comments: 0

    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
    Posted by on February 9th, 2011 at 6:50 am, Comments: 0

    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
    Posted by on February 8th, 2011 at 7:30 am, Comments: 0

    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
    Posted by on February 6th, 2011 at 11:52 pm, Comments: 0

    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
    Posted by on February 4th, 2011 at 7:22 am, Comments: 0

    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
    Posted by on February 3rd, 2011 at 6:37 am, Comments: 0

    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
    Posted by on February 2nd, 2011 at 6:59 am, Comments: 0

    ….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
    Posted by on February 1st, 2011 at 7:21 am, Comments: 0

    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 [...]

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