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vixandmore.blogspot.com - 4/8/2009
Today’s Jump in the VIX
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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 high volume capitulation are now insisting that ...
VIX High or Low? It Depends…
vixandmore.blogspot.com - 4/13/2009
VIX High or Low? It Depends…
— vixandmore.blogspot.com — The question of whether the VIX, which closed at 36.53 on Thursday, is high or low, depends... a great deal upon the historical backdrop one uses to make the comparison. In the chart below, I have represented 36.53 as a percentile based upon prior VIX ... (more) VIX High or Low? It Depends…

Comments vote down THE SHARK REPORT found this 4/13/2009found this
Credit Suisse Fear Barometer Rolls Out This Week
online.barrons.com - 4/13/2009
Credit Suisse Fear Barometer Rolls Out This Week
— online.barrons.com — THE SCENE: A midtown Manhattan restaurant. Two old friends meet for lunch to discuss market events. Barron's:... It must be hard having your efficacy questioned, especially as you haven't been behaving as expected lately. VIX, the famed volatility index: ... (more) Credit Suisse Fear Barometer Rolls Out This Week

Comments vote down Abnormal Returns found this 4/13/2009found this
The Persistence of Volatility
vixandmore.blogspot.com - 4/10/2009
The Persistence of Volatility
— vixandmore.blogspot.com — I have often thought that Salvador Dali’s The Persistence of Memory , with its famous melting clocks,... should be the official painting of all options traders, for if there is anything that distorts time, it is the wild permutations of the positions ... (more) The Persistence of Volatility

Comments vote down Abnormal Returns found this 4/10/2009found this

Blog Reactions

Daily Markets:  Waiting For The Next Shoe To Drop?

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Blog Reactions

Waiting For The Next Shoe To Drop?
Daily Markets — ... There has been a lot of speculation about which corner of the economy is likely to implode next and start to write the next chapter in the current financial crisis. Credit card debt and commercial real estate are two of the most frequently cited potential culprits, but lately Eastern European banks have been under great stress, while credit default swaps for Romania, Bulgaria and Hungary have been on the rise. I did not realize how strong the undercurrent of fear was until I ran Today’s Jump in the ...

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dailyoptionsreport.com 10/20/2009 — We narrowly averted history yesterday. This, from Bill Luby. After falling for a record-tying ten consecutive days, the VIX narrowly missed setting a new record today (yesterday) when it jumped 0.37 in the 4:00 - 4:15 p.m. ET twilight zone ...