Posts filed under “Options”

Largest One Day Increases (30%+) for VIX: 1990-2014


Source: Bespoke Investment Group

Category: Data Analysis, Options, Trading

The VIX, Variance Premium and Stock Market Volatility

Category: Options, Technical Analysis, Think Tank, Trading

Apple Closing = $500 is Not Proof of Conspiracy

One emailer is an oddity, two a coincidence, three emails plus a respected tech site means this is a full blown trend. Thus, I am compelled to address this: There seems to be a bit of paranoia circulating amongst the intelligentsia ignoramia that the mere fact that Apple’s stock closed at precisely $500 on Friday…Read More

Category: Options, Trading, UnScience

VIX Has Largest Weekly Down Move Since Inception

The CBOE has a nice piece out noting this week’s 39.1 percent collapse in the VIX was the largest weekly percent down move since the index was launched in January 1990.  The week also saw record volume days for the VIX futures. The move even exceeds the largest weekly down move on the VXO, the…Read More

Category: Markets, Options, Think Tank, Trading

One Week!

Joseph Saluzzi (jsaluzzi-at-ThemisTrading.com) and Sal L. Arnuk (sarnuk-at-ThemisTrading.com) are co-heads of the equity trading desk at Themis Trading LLC (www.themistrading.com), an independent, no conflict agency brokerage firm specializing in trading listed and OTC equities for institutions. Prior to founding Themis, Sal and Joe worked for more than 10 years at Instinet Corporation, pioneers in the…Read More

Category: Options, Think Tank

A Look at Volatility Index (VIX) Since QE2 Began

Since QE2, Volatility has been falling. As the fascinating chart below from Ron Griess shows, the volatility of markets, post Flash Crash was drifiting lower until the modest sell off in March 2011 sent the VIX spiking. > click for larger chart

Category: Markets, Options, Technical Analysis

On Executive Compensation & Wealth Transfer

Today’s QOTD: “Middle-class America experienced a lost decade in their retirement accounts, whereas executives enjoyed record compensation packages through the subterfuge of stock option programs. There has been a massive wealth transfer from middle-class America’s retirement accounts to the bank accounts of the privileged few. The social consequences of this wealth transfer bear scrutiny.” -Albert…Read More

Category: Corporate Management, Options, Philosophy

Do Underwater Homeowners Have Zero Cost Option on Home Prices?

Do underwater homeowners have a zero cost option on future movement of home prices? That seems to be the conclusion of the SF Fed, who note that for the upside-down borrower, there is merit in staying put. “Given the importance of falling house prices as a factor in defaults, it is natural to ask how…Read More

Category: Credit, Options, Real Estate

Widespread Fraud, Option Backdating, Exec Felonies

The amount of Corporate Fraud in our system is far greater and more endemic than most people want to believe. That is the conclusion I have reached after watching The Street and senior corporate executives for 20 years. Not just at Wall Street banks, but at a vast number of publicly traded companies, the executive…Read More

Category: Legal, Markets, Options, Regulation

The Daily Show: Lenny Dykstra’s Financial Career

Baseball legend Lenny Dykstra becomes a financial guru then loses it all, despite the glowing praise of many.

Be sure to see the the special surprise at the end!

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Category: Humor, Investing, Options, Video