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Today’s Option Blogs November 3, 2010

  • Fading Into the Sunset
    If you have watched 10 minutes of NFL this year, odds are that the Vikings were on. You may have noticed The Ol’ Gunslinger is now The ‘Ol Garden Variety Bad QB How bad? Pretty, pretty bad says Advanced NFL Stats. ….Injuries and distractions appear to have taken their toll. Through week 7, Favre ranks […]
  • VXX Week Rolls On
    Are we a little too harsh on Mr. VXX? Steven Place makes this point. It seems as though the VXX has become the butt of all volatility jokes but you can feel the bitterness in their tone, as if traders were duped into believing that something different was going to happen when they bought a […]
  • Danica Bottom in VXX?
    Not saying you should go buy VXX. I would never actually say that, I really only look at it compared to other similiar-bet alternatives. So let’s just say its less bad than usual. And no that has nothing to do with the reverse split. VXX proxies a constant duration 30 day VIX future. That future […]
  • Mid Week Sonar
    Its getting a bit interesting here in VIX land. While we weren’t looking, premiums in the November VIX have gone almost flat. Gone is that perpetual anticipation for a VIX pop around the corner. Replaced by a near month future that is now moving pretty much in lockstep with the VIX itself. It makes perfect […]
  • The Discreet Charm of the VXX ETN

    This is the fourth post in the series Im writing to introduce the VIX Portfolio Hedging (VXH) Strategy. To review: the purpose of the VXH Strategy is to provide cost-effective protection against tail risks and market crashes. The strategy takes positions in short-term VIX-based products, and varies its allocation to those positions in response to changes in the market environment. In this post, I discuss the use of the iPath S&P 500 VIX Short-Term Futures ETN

  • Skip strike unbalanced butterfly spread in EXC
    Sorry for my absence lately.  Ive been consumed with starting two new small businesses.(Not trading related.) Today, Im back with an interesting trade I will call an unbalanced or ratio skip strike butterfly spread. The trade is in EXC. My trade logic is: EXC announced earnings that disappointed.  The stock went down and has continued […]

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