Tag Archives: TVIX

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Trick Now, Treat Later

After having a pretty good week shorting anything with a ticker (no, not really – just a few select names) and getting away with it, I got caught with my shorts up on Friday afternoon.  Who can predict green ticks higher than the Empire State Building that materialize while you’re waiting by the microwave for […]






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Closing a Volatility Short + Selling an Inverse Volatility Strangle

Let’s check back on the progress of a trade last mentioned two posts ago.  This could be described as one of my favorite games ever, formally called “shorting the ultra-long volatility.”  I’ve dabbled in both TVIX and UVXY recently, and the October 6th post illustrated some meat carved off the bone from the eleven-ish level […]






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Book It While It’s Hot

When we last left off, I wrote in detail about the long calls I bought for SVXY.  I still have those, and the update is that while they traded for only $4.64 each at the time last mentioned (versus my $8.50 buying price), the bid/ask on those has risen to $7.00/$8.30 as of this writing, […]






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The Weekly Options News Roundup – 6/19/2015

The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets. VIX Trading Going Global The interconnectedness of today’s global markets is underscored by the impact that macroeconomic incidents in one corner of the world have on another.  […]






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CBOE Mid-Day Update 6.10.15

Volatility as an asset class Netflix (NFLX) is recently up $35.57 to $682.60 as shares trade at a record high on UBS raising its price target to $722 from $600 citing international launches, its superior content position, solid subscriber growth and reasonable valuation. June weekly call option implied volatility is at 32, June is at […]






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Blogging Options: CBOE Morning Update 6.10.15

Volatility as an asset class Netflix (NFLX) is recently up $7.55 to $654.70 in the premarket after UBS raised its price target to $722 from $600 citing international launches, its superior content position, solid subscriber growth and reasonable valuation. June weekly call option implied volatility is at 26, June is at 27, July is at […]






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CBOE Mid-Day Update 6.9.15

Volatility as an asset class IShares Barclay 20+ YR Treasury ETF (TLT) is recently down 58c to $116.90 into FOMC meeting on June 16-17. June weekly call option implied volatility is at 16, June is at 17, July and August is at 16; compared to its 52-week range of 9 to 18. Proshares UltraShort Barc […]

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Blogging Options: CBOE Morning Update 6.9.15

Volatility as an asset class Lululemon Athletica (LULU) is recently up $2.23 to $63.60 in the premarket after raising FY15 EPS to $1.86-$1.91 from $1.85-$1.90, compared to consensus $1.93. June weekly call option implied volatility is at 105, June is at 68, September is at 39; compared to its 52-week range of 27 to 62. […]






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CBOE Mid-Day Update 5.11.15

Volatility as an asset class Apple (AAPL) is recently down $1.10 to $126.48. May weekly call option implied volatility is at 25, June is at 23; compared to its 26-week average of 26. VIX methodology for Apple (VXAPL) up 2.5% to 25.45. cboe.com/VXAPL Etsy (ETSY) is recently down $2.03 to $20.60 after the online marketplace […]