Sep 29, 2014
Volatility Views 129: Juicing Up BuyWrites
Volatility Viewpoint: Today’s guest is Russell Rhoads, who is a senior instructor at CBOE’s Options Institute. He’s on to discuss a new white paper, A Leveraged Portfolio Management Approach Applying The CBOE S&P 500 2% OTM BuyWrite Index.
Summary: Historically, the CBOE...
Sep 22, 2014
Volatility Views 128: Gold Skew Palooza
Vol Review: An update on the Alibaba IPO fury. VIX cash: High: 14.53. Low: 11.73. VIX futures: September settlement at 13.03 - right in the middle of the range.
VIX options- hot strikes:
Top...
Sep 15, 2014
Volatility Views 127: Diving Into Treasury Volatility
Volatility Review:
Sep 8, 2014
Volatility Views 126: A Big VIX Shakeup
Vol Review:
VIX Cash - A shortened holiday week. Market selling off a bit on Ukraine, after news of a cease fire. Non-farms a non-event.
Volatility story of the week - CBOE Incorporates SPX weeklies in VIX calculation starting Oct 6.
Question from Spreadjunkie - CBOE...
Sep 2, 2014
Volatility Views 125: The Holiday Fear Premium
Volatility Review:
A bit more volatility this weekend as opposed to last, because of the US Labor Day weekend. Trader taking time delay/Vol out of the market ahead of the weekend? VIX Cash. Trading in the 11.24-12.73 range. VIX Options. 4.2/1 - Call/Put. Top OI...