tylerstrading.blogspot.com
Tyler's Trading: The SLV Lining
http://tylerstrading.blogspot.com/2010/09/slv-lining.html
Reflections of an Options Trader. Monday, September 20, 2010. With last Tuesday's breakout to all time highs, gold was thrust back into the spotlight after receiving little attention over recent weeks. Though gold is usually the primary recipient of media attention within the commodity space, silver has been capturing some significant gains as well. Indeed, silver, as measured by the ishares silver trust. Has tripled the gains of gold over the past month (click image to enlarge). All in all I like the st...
tylerstrading.blogspot.com
Tyler's Trading: Mail Time- Implied Vol vs. Historical Vol
http://tylerstrading.blogspot.com/2009/09/mail-time-impiled-vol-vs-historical-vol.html
Reflections of an Options Trader. Tuesday, September 29, 2009. Mail Time- Implied Vol vs. Historical Vol. I got a couple of questions about the spread between historical volatility and implied vol. When you study this spread you’re actually seeing different volatility periods right? The implied is for the next 30 days and the historical is from the last 30 days. Do you make any kind of adjustment to the series or just leave them like that, with different dates. When I’ ve. Describes their IV Index Mean:.
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Tyler's Trading: Gamma Scalping Inquiry
http://tylerstrading.blogspot.com/2010/05/gamma-scalping-inquiry.html
Reflections of an Options Trader. Monday, May 10, 2010. I received the following question regarding last week's RIMM and Gamma Scalping post. Gamma scalping is one of those subjects that gives me a glimpse into the mind of a "real" trader. You are a much better directional trader than I am, so I am wondering: is this a strategy you do regularly? How much of your account would you put into a scalping straddle? 2 Fixed Intervals: If you shun the subjectivity of chart reading and prefer instead to take a mo...
tylerstrading.blogspot.com
Tyler's Trading: Bare Naked Oil Puts
http://tylerstrading.blogspot.com/2009/04/bare-naked-oil-puts.html
Reflections of an Options Trader. Thursday, April 2, 2009. Bare Naked Oil Puts. I wanted to follow up yesterday’s chart of the USO with a strategy overview. The USO had a nice 4 day retracement into a potential area of support. With this price pattern, I'm looking to enter bullish trades. Due in part to the low price of USO, as well as my willingness to accumulate shares at these price levels, let’s assume I sold some April naked puts. Sell Apr 27 put option for $1. Max Reward = $1. Although naked puts w...
tylerstrading.blogspot.com
Tyler's Trading: Volatility Comparison Charts
http://tylerstrading.blogspot.com/2010/09/volatility-comparison-charts.html
Reflections of an Options Trader. Friday, September 17, 2010. As I see it, viewing vol charts in this manner gives us the ability to draw quicker, more meaningful conclusions in the area of correlation. Traders can now easier tackle questions such as. What effect do broad market volatility trends have on the volatility of individual companies? What are the similarities or differences between the volatility of different asset classes such as stocks, bonds, and commodities? What Will They Think of Next?
tylerstrading.blogspot.com
Tyler's Trading: The Impending VIX Expiration
http://tylerstrading.blogspot.com/2010/09/impending-vix-expiration.html
Reflections of an Options Trader. Thursday, September 9, 2010. The Impending VIX Expiration. It's that time again. Each month as expiration approaches, I habitually seek out any potential short term plays using VIX options. In identifying whether or not I have a strong enough bias worth acting on, I typically consider the following data:. Recent realized volatility of the SPX via 21 or 10 day historical vol. The posture of the VIX index - are we close to an inflection point? The VIX Index is nestled pret...
tylerstrading.blogspot.com
Tyler's Trading: GOOG, What Volatility Bid Up?
http://tylerstrading.blogspot.com/2010/07/goog-what-volatility-bid-up.html
Reflections of an Options Trader. Wednesday, July 14, 2010. GOOG, What Volatility Bid Up? In usual fashion Google is slated to report earnings on Thursday night, one day prior to earnings expiration. In Monday's Earnings Season Primer. So that's what GOOG has going, right? Well, as noted yesterday, volatility has come in quite a bit across the board concurrent with the markets rally this week. That could certainly be one factor influencing GOOG's vol decline over the past few days. Post, but allow me to ...
tylerstrading.blogspot.com
Tyler's Trading: It's Settled
http://tylerstrading.blogspot.com/2010/09/its-settled.html
Reflections of an Options Trader. Wednesday, September 15, 2010. Traders owning any type of bullish position going into today's VIX expiration woke up to a pleasant surprise. Since assessing the volatility landscape in last week's The Impending VIX Expiration. For related content, readers can check out:. Expiration and the Resolution of our VIX adVentures. VIX Expiration and Term Structure. VIX Settlement and Term Structure. Posted by Tyler Craig. November 3, 2011 at 12:19 PM. Subscribe To Tylers Trading.
tylerstrading.blogspot.com
Tyler's Trading: Low Volatility, a Siren Song?
http://tylerstrading.blogspot.com/2010/09/low-volatility-siren-song.html
Reflections of an Options Trader. Thursday, September 23, 2010. Low Volatility, a Siren Song? Residing close to its lowest levels in half a year, talk of buying volatility is coming back in vogue. While the appeal of loading the boat with long volatility strategies is understandable, be aware that this particular temptation may turn out to be a siren song. Suppose we heeded the low volatility call and purchased Oct 113 straddles. For related content, readers can check out:. Straddles and Gamma Scalping.
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Tyler's Trading: Finding Volatility
http://tylerstrading.blogspot.com/2009/07/finding-volatility.html
Reflections of an Options Trader. Thursday, July 9, 2009. I received a question on what sources are available that offer implied volatility charts. So I offer up a few sites I'm aware of. The volatility charts I typically post on this blog originate from this website. Although you have to join the website to gain access to the volatility charts, it is free. These charts can also be accessed via the CBOE website. If you know of any other free services or brokers out there offering IV charts, let me know a...
