VIX and More
Discussion of volatility, options and stock markets
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Chart of the Week: Four Key Sectors Struggle - 8 days ago
While I still have at least one and a half feet placed firmly in the bull camp, I am increasingly concerned with a number of signs from some key technical indicators. Near the top of my list of concerns is market breadth , as measured by the McClellan... Topics: breadth, chart of the week, KBE, McClellan Summation Index, sectors, SMH, XHB, XRT
Peak Oil, IEA Whistleblower Update, etc. - 10 days ago
I have been traveling and have had limited connectivity for the past few days, but I note that the Peak Oil post has generated a fair amount of interest and that others are running with the story, notably: Chris Martenson in "The Implications and...
At the risk of beating to death last week’s theme of availability bias and disaster imprinting as part of the explanation for some of the “ realized volatility gap, persistent VIX futures contango and off-center VIX:VXV ratio ,” I thought it might..
Topics: availability bias, behavioral finance, contango, disaster imprinting, mean reversion, realized volatility, VIX:VXV
Topics: availability bias, behavioral finance, contango, disaster imprinting, mean reversion, realized volatility, VIX:VXV
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...
Strangle Pong Update - 14 days ago
On October 30 th , in Strangle Pong , I talked about the possibility of legging into an S&P 500 index strangle , starting with the sale of a November SPX 1040 put and looking to sell a November SPX 1100 call when the index rallied back over 1080. ... Topics: condor, strangle, time decay



















