condoroptions.com - 1/26/2009
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We’ve been trying to come up with a scenario in which we’d want to trade the new iPath S&P 500 VIX Futures ETNs being issued soon by Barclays, and we can’t think of one. There’s already been some helpful coverage of these products by the options blogs, and the links ...
indexuniverse.com - 1/21/2009
ibankcoin.com - 1/26/2009
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ibankcoin.com —
I've wrote about this topic before- when markets
get extremely volatile, the VIX becomes a more powerful...
tool to predict, well, maybe not predict, but at least find a good spot where the market will reverse its trend. It's so powerful, it even ...
(more)
Weekly Review: Using intraday Vix reversals to spot ...
adamsoptions.blogspot.com - 1/26/2009
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adamsoptions.blogspot.com —
Don Fishback (shown, with his playoff beard) on
these new VIX ETN's, about to hit a theater...
near you. My original post on those VIX ETNs was republished over at Seeking Alpha. If you read that post and the two subsequent posts on the ...
(more)
Gimme Some ETN's
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Blog Reactions
Monday links: an act of faith
Abnormal Returns —
... “At the end of the day, buying a share of GE comes down to an act of faith in Jeff Immelt.” (Deal Journal)
With such extreme market volatility everyone’s time horizon has shortened to that of a day trader. (New York)
The VIX ETNs are going to be tricky to trade, even for professionals. (Daily Options Report, Condor Options)
Bucking every trend, timber investments had ...
Spot VIX vs. VIX Five Month Futures
VIX and More —
... the starting gate. And yes, these principles are similar to what I have talked about at some length with respect to the VIX:VXN ratio. For the record, the VIX:VXV ratio sits at 0.976 as I type this, slightly bearish, but consistent with the tight range this ratio has been in over the course of the past month. [source: FutureSource.com] For some additional perspective on the new VIX ETNs, check out: Should You Trade the VIX ETNs (Condor Options) VIX ETN Not a Wild Enough ...
Related Content
How to Trade the VIX
vixandmore.blogspot.com 8/17/2009 — Based upon the search terms that are landing visitors on the blog this morning, it seems as if many readers are interested in how to trade the VIX. This question really boils down to two separate issues: strategies and trading vehicles. Since I have talked about strategies repeatedly in this ...
Thinking About the New VIX ETNs
vixandmore.blogspot.com 1/27/2009 — Last night I was contemplating how traders who unfamiliar with futures should think about the forthcoming VIX ETNs relative to the VIX index that many are already (somewhat) comfortable with. Since the VIX ETNs are based on VIX futures with constant ...
New VIXes On Tap?
adamsoptions.blogspot.com 1/22/2009 — Hey, anyone pining for a VIX ETF type product, your wish is about to be granted . Hat tip Roger and Greg . Hedging stock market turbulence by trading options on volatility indexes has grown in the past two years to become a popular strategy with ...
The VIX is Up! The VIX is Up!
adamsoptions.blogspot.com 7/16/2009 — You know what they say. When Bloomberg tries to analyze volatility, run the other way. Or something like that. This from yesterday. The VIX rose with the Standard & Poor’s 500 Index, a sign from the options market that the steepest three-day ...
The VIX Can Play Tricks
tbm.thebigmoney.com 3/13/2009 — While the precipitous drop of the Dow this year has garnered much financial media hand-wringing recently, another index has also attracted attention , especially in the blogosphere: the Chicago Board Options Exchange Volatility Index, aka the ...
Today’s Jump in the VIX
vixandmore.blogspot.com 4/8/2009 — Lately it seems like I am the only one who is not talking about the VIX. I find it particularly ironic that many of the same people who were pounding the table saying that the market could not bottom unless there was another dramatic VIX spike and ...
VXX Calculations, VIX Futures and Time Decay
vixandmore.blogspot.com 5/8/2009 — As I type this, the VIX is up about 6.5% for the day and VXX is only up about 2.0%. While it looks like today is a good day to be long volatility, getting 4/13 of the move in the VIX with a VIX ETN does not look like an efficient way to play the ...
Trading Strategy: the VIX Spread and the Stock Market
marketsci.wordpress.com 11/12/2008 — This post will be more complicated than most I write, but I think folks interested in the VIX and volatility and what they tell us about the markets will find this to be a new (and I hope useful) concept. Unfamiliar with the VIX? Read VIX & ...
Calculating the Implied Volatility of the VIX
vixandmore.blogspot.com 4/7/2009 — Earlier today, a reader had an excellent observation and question regarding the implied volatility of the VIX: “I noticed that the IV for ATM July options is 50 while the VIX itself is 42 right now. That seems crazy to me since the IV for the VIX ...
Where Will the VIX Bottom?
vixandmore.blogspot.com 5/19/2009 — As I write this, the VIX is at 28.80, after making an intraday low of 28.51 earlier in the session. Since this is the first time the VIX has traded below 30.00 since the middle of September, I am finding there is a great deal of interest in and ...
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