That's amazing you were able to make a profit that way - I congratulate you on your nimble mouse-hand! Not much room for error on that one.
In your proposed strategy you would be buying premium at about 47.4% and selling it at about 46%. That's a poor way to put the odds in your...
This is really surprising. Option premium collapsed completely - yet the stock was minimally affected. Somehow the anticipation was priced into...
Well, in bullish 2007 the VIX was mostly dragging along the "hard bottom" of 10%. So I think that distorted the relationship somewhat, as the VIX...
What the VIX measures DIRECTLY is the demand for options on the S&P 500 vs the supply of those options. In the most true sense, the VIX measures...
By number (3) I take it you mean that you can trade the US markets in the evening (Europe time)?
Another possibility that has not been mentioned is the S&P500 "big" traded at the CME. It's 5 times the size of the ES and 25 times the size of...
Here's the daily chart of the ES vs VIX...
Here's the one-minute chart of the ES vs the VIX...
Big drops end with panic, capitulation. In the S&P we have a beautifully handy panic indicator, the VIX. When it spikes up, that indicates...
Great information Dr Sean, thanks. I think the SPY is a good idea for the Dutchman. Great liquidity, penny spreads in many options, and you get...
Again I can only answer based on my experience in T-bond options, but perhaps some of that is true on the CBOE floor as well. You definitely...
It's not clear to me from this whether you have to go through their desk, or if you can talk directly with the broker in the pit. I would talk to...
Right. I don't know what the rules are at the CBOE, but at the CBOT I talk on the phone with a broker standing in the pit right next to the...
To expand on the above: have you ever been to an auction where the auctioneer begins the bidding on an item at, say, $100 and there's absolutely...
Your order will probably be filled fairly given what's going on in the pit at that moment. The problem is that you're far removed from that...
Knowing probability theory and financial modeling certainly doesn't hurt. But in the overall scheme of things it's a small factor in whether or...
A few weeks ago in fact I opened an IB account - one of the reasons was to get access to "obscure" things like vix futures. I'm still getting...
Beautiful. Thank you very much! I pay some $200 a month to DTN IQFEED for data and they don't provide VIX futures!
I agree that if you wait for this to happen you'll miss most bottoms. But on those rare occasions when we approach major, major support (as we...
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