Currently viewing the tag: "Russell 2000"
Steve Place over at InvestingWithOptions has a very interesting take on implied volatility and these current levels. In fact, he believes that it is possible to indeed sell implied volatility right here and gives two potential trade ideas. Below is an excerpt from the post:
“The VIX is a BUY” the headline screams. And [...]
Here’s an update on the state of implied volatility and implied volatility skew of S&P 500 and Russell 2000 options. It’s very important to know where you are in IV terms when trading these two indexes.
Transcript below:
Hey this is Victor Mora of vicmora.com and today [...]
Mark Sebastian over at OptionPit has an excellent post about the current state of the VIX, its term structure, and what it is telling us. Below is a highlight of the post:
As I listen to traders belly ache about the ‘low VIX’ I ask them, why should the VIX be high? They [...]
See the previous three posts here: PCLN Bear Call Spread Example, PCLN Bear Call Spread Example Adjustment, and PCLN Bear Call Spread Example – Call Side Closed.
So, the the short put side of this trade closed today. Below is the breakdown of the P/L:
P/L: -$1.45 + ($0.85 – [...]
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- Implied Volatility Skew and What It Tells Us
- An Interesting Take on Selling Implied Volatility Here
Implied Volatility Skew and What It Tells Us
SurlyTrader has an excellent post on the current S&P 500 (SPX) implied volatility skew. Essentially, he tells us that the current implied volatility skew levels are near highs. What does that mean? He made the following statement on April 4, 2011 and makes it again:
Of course there is no one perfect predictor [...]