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vixandmore.blogspot.com - 43 hours ago
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vixandmore.blogspot.com —
On a typical trading day, I read or
skim posts from about 300 different blogs using Google...
Reader . After being out of the loop for two weeks, I spent a good portion of today getting caught up on what I missed. Some of the links that gave me a good deal to ponder with respect to the VIX, ...
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VIXandMore
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VIXandMore
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dailyoptionsreport.com - 3 days ago
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dailyoptionsreport.com —
So with a holiday fast approaching, one could
reasonably expect some divergence between VIX and VXX. After...
all VIX estimates volatility on the SPX options board, and when holiday's approach, traders lower bids to account for the slow stretch of ...
(more)
All VXXed up
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VIX Latest Blog Posts
Rally Starting To Run On Thin Air
8 hours ago at Art of trading.net
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bzbtrader.blogspot.com - 43 hours ago
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bzbtrader.blogspot.com —
Just off the cuff for Monday's VIXology the
charrts look long the VIX and short the Qs...
. The VXX , the tradeable derivative of the VIX is a bit more ambiguous, which is reflected in the signal(s) currently being generated by the new PDQ Dashboard ...
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Monday VIXology
vixandmore.blogspot.com - 3 days ago
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vixandmore.blogspot.com —
One month ago the VIX closed at a
2009 record low of 20.69, so it should not...
be a big surprise that realized volatility over the course of the past month has been higher than predicted by the VIX. What I find interesting about this development is that last week was the first time since February ...
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Chart of the Week: No More Free Lunch for Volatility ...
portfoliotilt.com - 10 days ago
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portfoliotilt.com —
I hope all of you enjoyed the weekend.
Here are the usual round of charts for last...
Friday's session including a brief look at the Dow Transports/Dow Jones Industrial Average relationship, and the VIX.
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Charts for Friday 11-13-09
vixandmore.blogspot.com - 29 days ago
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vixandmore.blogspot.com —
Sometimes I like to skate around some of
the salient points of volatility rather than to try...
to hit readers over the head with them, but with the VIX now 16% over its 10 day simple moving average, I hope I am not the only one going short volatility. Specifically, anyone who has been paying ...
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VIX Spike and Futures Contango Means…
vixandmore.blogspot.com - 29 days ago
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vixandmore.blogspot.com —
At 27.22, the CBOE Volatility Index (VIX) is
currently at its highest level since the beginning of...
the month. Perhaps more importantly, the VIX is at its second highest level relative to its 10 day simple moving average (+20.0%) since the November 20, 2008 all-time high close of 80.86. ...
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VIX Currently 20% Over 10 Day Moving Average
vixandmore.blogspot.com - 28 days ago
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vixandmore.blogspot.com —
It has been awhile since I posted one
of my VIX studies and given the recent spike...
in the VIX, today’s action seemed like a good excuse to revisit the idea of VIX spikes as contrarian bullish mean reversion buying opportunities. Today the VIX closed at 27.91, which is up 34.9% in the four ...
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VIX Spike of 35% in Four Days Is Short-Term Buy Signal
vixandmore.blogspot.com - 27 days ago
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vixandmore.blogspot.com —
Since the beginning of last year, I have
periodically discussed what I call “ calendar reversion ,”...
which is essentially a phenomenon caused by the fact that the VIX is priced according to the calendar, but only calculated during trading days. The long and the short of this chronological ...
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The Calendar Effect and Time Decay
vixandmore.blogspot.com - 27 days ago
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vixandmore.blogspot.com —
For the record, the VIX only spiked more
than 26% on two days during the financial crisis:...
September 29 and October 22, 2008.
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VIX Up 26% to 31.20
vixandmore.blogspot.com - 27 days ago
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vixandmore.blogspot.com —
While this might not provide a great deal
of comfort to longs, I have updated the VIX...
and More Pullback Table to reflect today’s selloff. The table shows that the peak to trough drop of 66.73 points (6.1%) in the SPX has exceeded the 2009 average of 5.8%. As noted previously, a 5.8% pullback ...
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Pullback Surpasses 2009 Mean
philstockworld.com - 27 days ago
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philstockworld.com —
Today’s tickers: ACL, VIX, FEED, ODP, NRG, NVTL,
LVS & MSTR ACL - Alcon, Inc. – Medical...
supplies producer, Alcon, attracted long-term bullish option traders to the May 2010 contract. Shares slipped slightly lower by 0.5% to $144.02 by noontime (EDT). It looks as though one ...
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Bullish Investors Sprinkle Optimistic Spread Trades on Alcon
feedproxy.google.com - 25 days ago
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feedproxy.google.com —
Volatility returned to Wall Street as the equity
markets experienced a 2.5% decline on Friday, the VIX...
Volatility Index soared by 23%. It will be interesting to see how CIT's bankruptcy filing over the weekend will weigh on prices.
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Equities Get Hit Hard During Fridays Session
vixandmore.blogspot.com - 23 days ago
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vixandmore.blogspot.com —
I have been absolutely astonished by the number
of comments I have seen in the past few...
days to the effect that right now is an excellent time to make initiate new long positions on VIX options. I am still not sure what is behind most of this thinking, but it seems as if quite a few investors ...
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The VIX Spike Conundrum
vixandmore.blogspot.com - 22 days ago
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vixandmore.blogspot.com —
After I dashed off The VIX Spike Conundrum
, it occurred to me that there might be...
some aspects of behavioral finance that have contributed to what is now a full year of continued overestimating of future volatility. I detailed this phenomenon in The Gap Between the VIX and Realized Volatility ...
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Availability Bias and Disaster Imprinting
vixandmore.blogspot.com - 21 days ago
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vixandmore.blogspot.com —
Once a popular subject in this space, the
VIX:VXV ratio appeared to be a casualty of the...
financial turmoil and record volatility spikes in October 2008, when the ratio spiked to record levels an generated a buy signal that turned out to be nothing short of a disaster. I was not yet ready to ...
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The VIX:VXV Ratio, Availability Bias and Disaster Imprinting
vixandmore.blogspot.com - 19 days ago
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vixandmore.blogspot.com —
As far as I can tell, I have
not yet posted about the use of Bollinger bands...
in conjunction a rate of change (ROC) indicator to identify volatility breakouts. In summarizing the action in the VIX over the course of the past two weeks, the chart below captures some of the drama in terms of 10% ...
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Combining Bollinger Bands on Rates of Change in the VIX
quantifiableedges.blogspot.com - 17 days ago
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quantifiableedges.blogspot.com —
The VIX has moved from overbought to oversold
quite quickly this past week (based on its stretch...
above and below the 10-day average). This brings up the question of whether the now “oversold” VIX is suggesting a selloff for the S&P. I took a look at similar past situations. Results have ...
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VIX Goes From Overbought To Oversold In 5 Days
investingwithoptions.com - 17 days ago
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investingwithoptions.com —
So what happened to all of that panic?
It wasn’t but a week or two ago in...
which we were seeing a large bidup in options premium, as investors and traders were paying extra for protection– we were potentially looking at a more volatile ...
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You’ve Been VIX-ed
vixandmore.blogspot.com - 16 days ago
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vixandmore.blogspot.com —
I am neither an alarmist nor a conspiracy
theorist, but I have been extremely concerned about Peak...
Oil long before I took on the VIX a pet project. Now that I occasionally find myself as an unofficial source of all things VIX and volatility, it seems I am also perpetually on the lookout for ...
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IEA Whistleblower Says Oil Production Capacity ...
