To make money on VIX options we need more volatility in volatility
It’s not just that the VIX, the CBOE S&P 500 Volatility Index that measures how much investors and traders are willing to pay to hedge risk in the Standard & Poor’a 500 stock index, is sitting near 10-year lows. It’s that its just sitting.
Technology LEAPS in Facebook and Apple look promising for 2017 (a non-leap year)
To subscribe to JAM you need to fill in some details below including, ahem, some info on how you'll pay us. A subscription is $199 (although if you're subscribing with one of our special offers it will be lower) for a year for ongoing and continuing access to the...When will it be time to hedge this market?
To subscribe to JAM you need to fill in some details below including, ahem, some info on how you'll pay us. A subscription is $199 (although if you're subscribing with one of our special offers it will be lower) for a year for ongoing and continuing access to the...Will we get a volatility reset after the VIX calls expire on December 21?
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In the short term volatility itself will bring more selling as computerized trend-following strategies designed to limit risk create more selling. When the price trend turns negative–as it has today after four previous days had left the S&P ahead by about 2%–these strategies say sell in order to keep up with index volatility and to limit the size of future losses