Posts Tagged ‘vix’

• Option Strategies to Protect Your Portfolio
  stevenplace, January 27th, 2010 at 2:27 pm, Comments: 0

  …

• If You Think This Tape is Boring….
  stevenplace, December 16th, 2009 at 2:05 pm, Comments: 0

  It may be due to your recency bias:

  Odds are, we won’t see the same volatility from 2008 for a significant amount of time.
  Volatility (or lack thereof) affects your portfolio much more than you would think. How will you adapt your trading strategy if we get into a grind similar to 2003-2007?

• The super-oversold VIX Analysis
  stevenplace, October 13th, 2009 at 9:23 am, Comments: 0

  A lot of traders are starting to eye the VIX as oversold, after being overbought just a week or so ago, it could be due for a bounce:

  Oh, sorry, that was the analysis from Q109. Here’s what happened after that:

  Overall, we’re still in a downtrend when it comes to vol. The actual volatility in the [...]

• Trading Gold Volatility
  stevenplace, September 8th, 2009 at 11:49 am, Comments: 0

  Back at the end of August, I mentioned 2 Volatility Trackers to be watching. We focus so much on the VIX, but we also need to be following OVX and GVZ.
  Well based on the GLD price action and the vol outlook given by GVZ, I thought it was a good time to buy some volatility [...]

• 2 Volatility Trackers You Should Be Watching
  stevenplace, August 31st, 2009 at 9:16 am, Comments: 0

  Over the past few years, the VIX has risen in popularity among investors. With the crash of 2008, investors and financial media became glued to the VIX chart, looking for mean reversion or other sets of tea leaves. Because of this exposure I’d say it’s safe to say it’s “Cramer-famous,” which is sort of like [...]

• Stop Doing TA on the VIX… Please!
  stevenplace, May 20th, 2009 at 11:32 am, Comments: 0

  Pretty slow day for me, I’m babysitting a couple short term positions as well as making sure my theta positive positions remain as such, so what better time to rant then now?
  I’ve been meaning to write this post for a while and it will be quite a handy reference when trying to prove people wrong [...]

• Some Volatility Comments
  stevenplace, March 2nd, 2009 at 7:18 am, Comments: 0

  Well let’s think about the underlying market structure for a minute. When the VIX was “oversold” last fall, there was an inordinate amount of supply coming onto the market, which lead to the large bars that put volatility through the roof. Also, financial components had much more room to fall than they do now.
  So I’m [...]

• Buying Insurance Using VIX Options
  stevenplace, February 25th, 2009 at 1:20 pm, Comments: 0

  Let’s say you’ve got a portfolio that is pretty delta positive (bullish) but you’d like to hedge against market risk. There’s a couple of ways to do that. You could buy puts on the stock or calls you own, or move into covered calls. But that would limit you’re overall gain in the name. You [...]