Archive

Posts Tagged ‘Condor Options’

Is The Threat Of Air Strikes Against Iran Driving Oil ETF Option Prices Higher? (USO, OIL, DBO, XLE, XES)

March 29th, 2012

Jared Woodard:  Probably. First, some context. Here’s the one-month volatility risk premium in the U.S. Oil Fund (NYSEARCA:USO) options since 2007.  Read more…

NYSE:DBO, NYSE:OIL, NYSE:USO, NYSE:XES, NYSE:XLE

Investors Still Haven’t Understood Leveraged ETFs (DPK, FAZ, FAS, DRV, DRN, TZA, TNA, BGU, BGZ, ERX, ERY, EDC, EDZ)

November 29th, 2010

When leveraged and inverse ETFs were first launched, many investors weren’t aware of the negative effects that daily rebalancing would have on the long-term performance of those ETFs Read more…

NYSE:BGU, NYSE:BGZ, NYSE:DPK, NYSE:DRN, NYSE:DRV, NYSE:EDC, NYSE:EDZ, NYSE:ERX, NYSE:ERY, NYSE:FAS, NYSE:FAZ, NYSE:TNA, NYSE:TZA

Implied Volatility May Be Higher Than It Appears (VXX, VXZ)

November 4th, 2010

Several clients mentioned the sizable decline in implied volatility yesterday and characterized current levels of IV as too low to sell. I think I can sympathize with that intuition Read more…

NYSE:VXX, NYSE:VXZ

VIX Portfolio Hedging In A Crisis-Free World (NYSE:VXX)

October 12th, 2010

This is the third post in the series I’m writing to introduce the VIX Portfolio Hedging VXH Strategy. The most important feature of the VXH strategy is that it offers protection against severe market Read more…

NYSE:VXX

Delta, Like Everything, Decays (NYSE:DIA)

October 4th, 2010

Standard accounts of the option Greeks will explain that delta measures the rate of change in the price of an option per unit change in the underlying asset. The text I use with mentoring clients, Read more…

NYSE:DIA

Why Conventional Hedging Methods Fail (NYSE:SPY)

September 27th, 2010

This is the second post in the series I’m writing to introduce the VIX Portfolio Hedging (VXH) Strategy. I am discussing the problems with conventional portfolio hedging methods first – before Read more…

NYSE:SPY

Introducing The VIX Portfolio Hedging (VXH) Strategy (NYSE:VXX)

September 7th, 2010

Since the 2008 financial crisis, I’ve been contacted regularly by clients and readers who are looking for effective and cost-efficient methods for hedging their portfolios. The more time I’ve Read more…

NYSE:VXX

Trading The Volatility In Interest Rate Options With These ETFs (TLT, TBT)

August 31st, 2010

Traders have been increasingly eager to speculate on the future direction of interest rates. The volatility implied by options on 2-, 5-, 10-, and 30-year Treasury notes and bonds has lifted the Read more…

NYSE:TBT, NYSE:TLT

The Vicissitudes Of Hedging Tail Risks (VXX, VXZ, VXX, XXV)

July 26th, 2010

People are excited about tail risk. On the institutional side, banks and asset managers are packaging up complex, multi-asset hedging products and selling them to pension funds, endowments, and Read more…

NYSE:VXX, NYSE:VXZ, NYSE:XXV

How To Hedge Tail Risk With The VIX (NYSE:VXX), (NYSE:VXZ)

July 16th, 2010

Felix Salmon is doubtful about whether it is possible to hedge tail risk, and I wholeheartedly agree with the data he cites. It shows that of eight major asset classes, only volatility and managed Read more…

NYSE:VXX, NYSE:VXZ




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