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7/19/2021 8:44 AM
With July options expiration now behind us, we head into some of the tougher few weeks for the market. We’ve been alluding to a possible uptick in volatility over the last few weeks, so I wanted to ...
1/13/2016 7:25 AM
What if the market threw a sell-off and nobody cared? Or at least cared enough to panic about volatility? — Dmitry (@forensicinvstor) January 12, 2016 I noted on Friday that the CBOE Volatili...
8/26/2015 10:09 AM
Some notes from the VIX-plosion. A friend of mine who is very familiar with hedge funds sent me this on Monday during the implosion: "For what it's worth, a lot of what's going on is lack of liquid...
5/4/2015 10:11 AM
The following is a reprint of the market commentary from the May 2015 edition of The Option Advisor, published on April 23. For more information or to subscribe to The Option Advisor, click here. ...
12/17/2014 8:53 AM
Want more signs that the volatility market got a bit extended in this latest oil/Russia/Fed scare? I bring you derivatives of derivatives, via Barron's: "But Mandy Xu, an equity derivatives strateg...
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