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Today’s Option Blogs September 15, 2010

  • Guest Column at Barrons on Volatility and Iron Condors

    I was asked to fill in over at The Striking Price while Steve Sears is away, and my column appeared there yesterday. I discuss the volatility risk premium and how to capture it using an iron condor. If you want to know more about the volatility (or variance) risk premium, in my view the best place to look is the Carr and Wu article from 2009.

    One take-home point from my column is that this premium is really…

  • Sign of the Times
    For the next installment of our “sports fan griping about current state of sports pricing” series, we bring you this from ProFootballTalk. Football is more popular than ever. That’s why the scores of empty seats during the opening of the New Meadowlands Stadium on Sunday was so embarrassing. “It’s heartbreaking,” running back Brandon Jacobs […]
  • Gold: Sponsored Post
    I believe I have to declare that this post is sponsored, lest the blogger police make a citizens arrest. Anyway, here’s some gold from the ETF Trading Gold Newsletter. Precious metals soar as investors flock to gold and silver. But are they looking deep enough to truly understand the current trends at hand? When reviewing […]
  • WTF Is With VXX
    We all know the contango problems, that pesky issue of rolling into higher priced futures. But this is worse. Yes, VXX is caught up in a simple erosion of futures premiums themselves. Oct has gotten particularly clocked. It dropped $1.35 yesterday vs. a .78 drop in VIX. So here’s the deal. VXX loses a little […]
  • Fear Strikes Out
    We have noted (basically forever) the high premium on VIX futures more or less for the past 15 month’s. Bloomberg goes one better and gives us some actual numbers (hat tip Friend of the Report, Ryan Renicker) Concern that stocks will plunge has never been higher in global options markets, and that may mean its […]
  • The Fan Experience
    Mark Cuban chimes in on the whole sporting event as entertainment experience discussion (hat tip Mark Wolfinger). Think back to the first professional sporting event you ever went to. It was probably a parent taking you to the game. What do you remember ? Do you remember the score ? A home run ? A […]
  • Your Guide To Hedging With VIX
    Wrote up a Trading VIX hedging guide for InvestorPlace. The hedging may or may not involve this lady adorned in a VIX bikini, but you will have to click thru for the answer.
  • Daily Doubles
    The great thing about these (alleged) new daily options? They let you make incredibly specific bets. Like let’s say you want to bet on the absolute magnitude of an earnings reaction. The bad thing about these (alleged) new daily options? They let you make incredibly specific bets. Like let’s say you want to bet on […]

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