Check here for an updated version of this post.
.
.
Tuesday, December 01, 2009
Subscribe to:
Post Comments (Atom)
skip to main |
skip to sidebar
Markets have always allowed us to bet
on fear or greed. Now we can bet on volatility too...
Countdown
Popular Posts
- ETF ex-dividend information: AGG, IEF, JNK, TIP, TLT and more
- VIX quotes, VIX option quotes
- 2009/2010 Options Expiration Calendar
- VIX option symbols
- FAQ VIX / Fear Index / VIX Options
- The quoted greeks on VIX options are wrong!
- Trading VIX options (bid-ask spreads, etc.)
- Next SPY Dividend, payout date
Blog Archive
-
▼
2009
(139)
-
▼
December
(28)
- Due for a downswing -- a put credit spread on SDS
- Taking some profits in Oil
- AGG dividend capture close out --ugly
- Time for a correction
- The supply and demand for Gold
- Ante up on my Gold prediction -- GLD dropping to 104
- Covering up the rest of the oil
- Long on VIX
- Covering up some oil
- Assignment / non-assignment of SPY December calls
- Bearish on VIX -- putting some money down
- Out of Gold--1 parts profit and 2 parts frustration
- Shifting strikes on oil--with three days to go bef...
- December settlement value on VIX options: 20.84 ...
- Going long on Oil
- December SPY dividend capture -- with quarterly op...
- Oil taking a beating -- is it the bottom yet?
- S&P 500 -- trendline or trading range?
- VIX option vertical spread close-out
- At least one provider that has their VIX Option gr...
- Close enough to the bottom trendline --back into SPY
- How to go long on VIX
- The Gold Bugs experiencing fear
- The news wasn't that good...
- VIX and VXX as leading indicators in a sideways ma...
- Computing the correct greeks for VIX options --vol...
- Where are we on the SPY trendline--Fear or Greed?
- AGG dividend capture -- ex-dividend update
-
▼
December
(28)
About Me
Disclaimer
All content on this site is provided for informational and entertainment purposes only. It is not intended as advice to buy or sell any securities. I am not a registered investment advisor. Please do your own homework and accept full responsibility for any investment decisions you make.
2 comments:
Try Livevol.com - they actually compute the VIX options correctly!
Hi Chris,
Thanks a lot for the tip. This is much better than manually computing them one at a time!
-- Vance
Post a Comment