Volatility Square

As I mentioned in my last post there is a lot of downside risk investing in XIV. But how much upside can you get? Everybody who trades volat...

There a lot of new volatility products which I want to review. One of my favorite one is XIV. Bill Luby has a good discussion going on Vix a...

One of the assumptions of the Black-Scholes model is that the volatility is constant for all strikes and maturities. The reality is that the...

Market jumped on better than expected job numbers. VIX and VIX futures fell. Even the long term VIX futures fell as the risk of a double dip...

Another relatively quiet day in the market. VIX is down to 18.7, the April VIX futures continued to fall. Wall Street Journal had an article...

Even though the equity market was flat today, the VIX futures continued to fall. The Mar VIX futures fell to 19.6 while the Apr VIX futures...

The S&P 500 was up 0.23% today and the VIX went down to 19.06%. The spread between the April VIX futures and March VIX futures continued...