Long an ATM straddle in the VIX is wanting either large movement in the SP options or absolutely no movement. Therefore the graph of the ATM...
Settlement of Option Exercise: The exercise-settlement value for VIX options (Ticker: VRO) shall be a Special Opening Quotation (SOQ) of VIX...
I have a question... how come the ice doesn't melt when those Johnson sisters so hot?? :)
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Instinet terminals will say how many people are looking at the same screen, but for generic level 2 count of viewers is not possible. :)
Impressive... 4 other people and myself were convinced this was an Excel program error. One guy lost $10 because he could thought he could...
Trivial wiedness... Try to type the symbol for Accenture Ltd (ACN) into Excel and it switches it to CAN. I tried all the following.... acn...
Public always has priority over the Market Makers. So if the market maker is showing .10 x .20 (100 x 100) and you submit a 1 lot on the bid...
1. You need a margin account with maximum options approval 2. The broker will liklely have minimum dollar amounts needed for each level....
A big problem is the VIX is priced on the MID volatility and you will be trading on the bid and ask. This with management fee, commissions...
VIX options are settled 30 days pior to normal expiration. pricing is based on the SPX options opening price. This may allow for some large...
One notable difference: Shorter dated implieds are expected to be more volatile than longer dated implieds; the vol of vol is higher for...
The CBOE says the VIX volatility in 2005 was 84% But the forward VIX was only 45.8% :)
Vega risk of ATM VIX options? If you want to own volatility I guess you should buy Deep ITM VIX options. But what is the derivative of Vega if...
http://www.cboe.com/AboutCBOE/ShowDocument.aspx?DIR=ACNews&FILE=20060111.doc VIX options are coming on Feb 24. Anyone care to comment on the...
This person is not customer service, but he can help you get futures listed to trade as long as they are electronicaly traded. I think he is the...
It turns out the liquidity on the Rogers is much better and has a lot more capital making a market on it. It has a relatively smaller weighting...
You get rich though concentration and you stay rich though diversification. :)
Anyone know where I can find short interest on Japanese stocks? :)
Anyone know of a trading desk making markets in OTC variance and volatility swaps. Anyone know the common type of estimation technique which is...
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