I have read that Warren Buffett wrote a lot of uncovered Puts on all the world's major stock indexes with an expiration of like 15 years or so. I...
Thanks.
1:30pm ET now and VXX is up 1.6% SPY is up 0.4% Sweet sweet money :D :D :D
Right now at 12:38pm Eastern Time, the VXX is 48.24 up 0.04% and SPY is 104.23 up 0.66%. Both are up :D Just like I have been saying all...
The VXX moves always less than the VIX in EITHER direction. So when the VIX was up 25% in one day last week the VXX was up only 10% or so. So...
Well if it isn't Calculus it is some other branch of Higher Mathematics. The point is that it is not arithmetic, there are weird letters and...
FYI that paper is not Arithmetic, there is some serious Calculus in there! There are more greeks in that paper than there are in Greece :D...
You do realize that Martinghoul and I posted the exact same link, right? Oh :eek: Sorry I am not good at math :( Anyway I appreciate...
Thanks for the link. It has some serious scary math though :( Its just that I want to long the VXX ETF so I want to learn more about the VIX....
Corey, Thanks for your reply. Yes I know that Volatility is one of the "greeks" of the Black-Scholes and exactly how the VIX is calculated,...
Anyone? :confused:
Today the VIX went up 25% in one day! Anyway, I am thinking what determines the value of the VIX? I realize that mathematically it is the...
Separate names with a comma.