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Tag Archives: short volatility

Bitcoin Options Would Tame This Beast; High Hopes for Low Vol; Death of FX Volatility Newsletter,Options

Observations & Insight The Spread – Week of 12/4 – 12/8 JohnLothianNews.com A JLN debut! The Spread is a brief weekly recap of some of the notable activity in the options world. (It won’t always be this crypto heavy – we swear.) The following are stories referenced in this week’s episode of The Spread: WSJ – What Could Stir Up the VIX? Higher Inflation Bloomberg – Pound’s Acid Test on Brexit Is Yet to Come for Options Traders Highly Evolved Vol Blog – The Crowded Short Vol Trade JLN – Cboe Throws Launch Date Punch at Crosstown Rival CME Bloomberg…

The Crowded Short Vol Trade; Earnings drive swings; Monthly volumes Newsletter,Options

Observations & Insight Cboe Throws Launch Date Punch at Crosstown Rival CME Spencer Doar – JLN Aren’t people supposed be getting into holiday mode? Isn’t December supposed to be slow, with nothing but junior staff running around trying not to mess things up? In the cryptocurrency space, that’s clearly not the case. The CFTC on Friday said CME Group and Cboe Global Markets were okay to launch their respective bitcoin futures products through the self-certification process. CME quickly announced it would launch bitcoin futures on December 18, and then Monday morning, Cboe announced a December 10 launch date and free…

Options on ETFs Warning; Short-vol Funds; Oil Options Newsletter,Options

Observations & Insight VIX Index Hits All-Time Daily Closing Low Value of 9.14 Matt Moran – VIX Views On November 3 the Cboe Volatility Index (VIX) closed at 9.14, an all-time record low for both a daily and weekly closing value for the index. jlne.ws/2Ad9w9m Lead Stories If You’re Trading Options on ETFs, Read This First Simon Constable – WSJ More individual investors are trading options on exchange-traded funds. The trend worries some financial experts, who say inexperienced traders may not fully understand the risks. Interest in ETF options comes amid growth in the number of ETFs and the amount…

VIX short fears overblown; Rule-based monetary policies to keep vol low; G-Sib postponed Newsletter,Options

Observations & Insight Showerthoughts: Lewis in 1989, Gambling and Edge Spencer Doar – JLN From “Liar’s Poker” – “…The attraction of options and futures, our specialty item, was that they offered both liquidity and fantastic leverage. They were a mechanism for gambling in the bond markets, like superchips in a casino that represent a thousand dollars but only cost three. In fact, there are no superchips in casinos; options and futures have no equivalent in the world of professional gambling because real casinos would consider the leverage they afford imprudent. For a tiny down payment, a buy of a futures…

The Great US Options Octopus; The 2017 Short Trade That’s Getting Pummelled This Week; Options Traders’ `Butterfly’ Bets Signal Oil Rally Not Over Newsletter,Options

Lead Stories The Great US Options Octopus The Trade Derivatives – Spring 2017 The US options market is a conundrum. Although volumes have remained flat over the past five years, the number of exchanges has expanded to 14, with the potential of another opening just around the corner. During this time the number of market-makers has dropped dramatically, from about 60 market-makers quoting on multiple exchanges five years ago to only 15 today. /goo.gl/I8jV9V ****SD: This is a link to the page 46 of the magazine where the story starts. Nice encapsulation of the issues although due to production turnaround…