Posts Tagged ‘implied volatility’

The New VXST and the VXST:VIX Ratio

October 24th, 2013

volatility vixBill Luby: At the beginning of the month several interesting announcements came out of the CBOE Risk Management Conference in Portugal. One which particularly caught my interest was the announcement of the launch Read more…


What The FOMC Did To Volatility

September 19th, 2013

volatile VIXJared Woodard: I’m attaching a cross asset volatility monitor that allows you to compare price and volatility changes across equity, commodity, and currency markets. After Wednesday’s post-Fed rally, several things stand out in the realm Read more…


How My Friend At Goldman Sachs Trades Options

July 8th, 2013

money and investingBillionaires Portfolio: I am privileged to have a friend from graduate school that is one the smartest options guys at Goldman Sachs. Read more…


Q&A: VIX Short-Term Futures ETN Declines, Yet April 20 Calls Rise (VXX)

March 26th, 2012

Bill Luby:  A reader asked earlier today: Can you explain to a newbie why iPath S&P 500 VIX Short-Term Futures ETN (NYSEARCA:VXX) is down 1.05 today yet the April 20 calls are up .05? Read more…


Silver Watch: Silver Implied Volatility Rises Over 50 (SLV, AGQ, ZSL)

April 28th, 2011

Bill Luby:  Yesterday, in the awkwardly titled Is Volatility a Better Play for Silver than Direction? I noted that silver implied volatility had managed to push to heretofore unseen heights and argued Read more…


Is Volatility A Better Play For Silver Than Direction? (SLV, ZSL, PSLV, AGQ, SIVR, DBS, SIL)

April 27th, 2011

It seems as if everyone in the world has an opinion about silver. Is it a bubble? Has it topped? Is it just consolidating before it goes to triple digits? Read more…


Investors Beware – The VIX Options Are A Lie

April 26th, 2011

Jared Levy:  These are strong words, I know. I wouldn’t choose them if I weren’t truly concerned, because apparently not many care about the thousands of investors who have been burnt using Read more…


Copyright 2009-2016 WBC Media, LLC