With the FOMC meeting due later today and about 70% odds rates will remain unchanged. I put on the following trade yesterday morning. A simple...
With the uncommon Spike in VIX and expectation the VIX level will not be maintained long, I just bought XIV, expecting it should trade higher in...
For those of you who have experience in long-term positions, do you have suggestion for creating/managing stops (with outstanding...
Why are the December 2015 SPY & OEX options using the Saturday expiration date instead of Friday? (There may be others) Note: that SPY OPRA code...
I am working on derivation of the Implied Volatility surface from the 30DTE IV. For example, for SPX, this would be from the VIX. Curious if...
Can anyone explain why SPY ITM PUTs with greater than about 25 DTE have so much Extrinsic value? Below is a view of the September monthly, then...
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