Sigma Options

One Sigma Short Of A Black Swan

05 January 2012

Blogging At A New Space

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I have recommenced blogging and for various reasons have started a new blog called Options - The Naked Truth Visit me there at optionsth...
2 comments:
02 November 2009

November Soothsaying... Or Not.

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As October trading is over it's time to look forward to the next month with reference to our new monthly pivots now set in stone, with t...
2 comments:
30 October 2009

Cashing In My Chips

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The big news of the day in optionstraderblogoshere is the VIX pumpage. Usually I would try to come up with some insightful market maxim, or ...
16 comments:
29 October 2009

High Stakes VIX Bet

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The story of the day from the options trader's perspective is not the crimson red condition of the stock indexes, it is the VIX pumpage ...
3 comments:
28 October 2009

Whither Gold?

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Although gold option volatility has settled into what looks like a base of around 20%, it is still usefully above realized vols at around 15...
1 comment:
26 October 2009

VIX Stirring From its (Relative) Slumber

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Do I detect just a modicum of concern of this market via the VIX? Yes we are off a few points today and this invariably causes at least a bi...
4 comments:
21 October 2009

The New VIX Reality

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An excellent post over at VIX And More about anchoring and expectations etc, anyway, Bill talks about the new VIX reality at it tanks towa...

Selecting Condor Strikes - A Study

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As I have outlined in another thread, people who trade iron condors are usually taught to select short strikes at one standard deviation fro...
2 comments:
19 October 2009

S&P500 Soothguessing

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(Also posted at International Stock Forums .) As we head into the new week, once again I pull out my crystal ball (which I'm thinking of...
14 October 2009

Gold Volatility 14 Oct '09

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Gold volatility went into the tank today and with gold not far off those all time highs one has to wonder why. Below is the Chart of GLD wit...
1 comment:

The Intel Torpedo

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The bulls will be feeling all warm and fuzzy this morning as it looks as though Intel earnings will be giving the Spoooz a leg up over resis...
4 comments:
12 October 2009

(VI)X Marks the Top?

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So the S&P500 just about touches the high of the year from last month and slowly backs away. At this point I'm not going to remind y...
2 comments:

Making Plans For 2013

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It seems the lucky ones amongst us will be graced with a few more years past 2012. Yep it seems that the end of the world has been postponed...
09 October 2009

Guru S&P500 Prognostications

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In the absence of anything notable to report re my current obsession with gold, I'll have a look today at my guru call from Sept 30. (N....
08 October 2009

Gold Volatility 8 Oct '09

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OK, so I have a thing about Gold at the moment. There is nothing unusual about that as half the universe has a thing about it at the moment....
2 comments:
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