http://www.inveslogic.com/tags/expiration Blog Articles Tagged with 'expiration' at http://www.inveslogic.com en http://www.inveslogic.com/sectors/directory/cxo-advisory-group/1116092?rsstype=tag&tag=expiration There is probably a substantial headwind for those speculating on stock pops by buying near-expiration, out-of-the-money call options. Selling such options may be reliably profitable.... Thu, 28 Aug 2008 00:00:00 -0400 http://www.inveslogic.com/sectors/directory/cxo-advisory-group/1116092?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1115801?rsstype=tag&tag=expiration Another warning about trading the VIX. Tradable VIX products NEVER move as much or as swiftly as the VIX itself, with the possible exception of the day before they expire.The upper chart shows the VIX over the past 6 month's, while the lower chart sh... Wed, 27 Aug 2008 06:54:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1115801?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1114819?rsstype=tag&tag=expiration Mark from Options For Rookies makes an excellent point regarding on my thought that in this choppy environment, short gamma players should hang tough and wait for the inevitable reversal one or three days later. That's an unrealistic trading strategy... Sun, 24 Aug 2008 22:50:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1114819?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1114823?rsstype=tag&tag=expiration One rather ugly week after expiration, we see financial stocks going to zero, commodities going to the moon, and the VIX hovering around the low, but wildly important 19.76 level.OK, it's not important, just low.And a see a whole lotta buzzin' going ... Fri, 22 Aug 2008 07:19:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1114823?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1114348?rsstype=tag&tag=expiration If you're tracking the Dick's (DKS: Sporting Goods) to Dicks (LEH: Loaning Bads) relationship, big change of direction lately as one (DKS) not looking so much like wallpaper any more. Probably the main factor is that one of them is selling the Speedo... Tue, 19 Aug 2008 07:06:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1114348?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1113615?rsstype=tag&tag=expiration So sure as I stare here at my Limited Edition Apollo Anton Ono coin collection, I know that despite what GE says, Michael Phelps and all the other swimmers will fade back into the same obscurity they all do for 3 years, 11 months and 14 days at a tim... Mon, 18 Aug 2008 14:14:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1113615?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1113622?rsstype=tag&tag=expiration Whatever happened to The Look?Guess who's got *hand* this expiration? It's the options shorts. Even the movers of Wednesday, the ags and energy et. al. simply moved into middle ground sort of spots. And with no follow through, no real whipsaw action ... Fri, 15 Aug 2008 07:07:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1113622?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1113625?rsstype=tag&tag=expiration It's one of those times of year again where I like to pre-warn about something. Ignore all volatility indices and measures. Or at least take them with a grain of salt.All volatility measurements basically take all the *fixed* info, I.e. the stock pri... Thu, 14 Aug 2008 04:11:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1113625?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1112388?rsstype=tag&tag=expiration Big piece in Bloomberg today on The Last Days of Bear. And of course the monstrous and highly suspicious put trading in the week leading up to the collapse.On March 11, the day the Federal Reserve attempted to shore up confidence in the credit market... Mon, 11 Aug 2008 10:40:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1112388?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1111061?rsstype=tag&tag=expiration Has it really been almost a year since Jimmy Ray's landmark, purely spontaneous Rage Against the Fed Machine?CNBC drumming it up all day as some sort of touchstone event for us all and praising Voldemort for seeing it coming.OK, let's get real. His r... Wed, 30 Jul 2008 13:59:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1111061?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1110260?rsstype=tag&tag=expiration So how about we revisit the SKF=Fear Index notion now that America's Most Insane Inverse Product is on the move again.The chart here measures 10 Day historical volatility of SKF stock itself. Most historical volatility charts cover 30 days, the sam... Tue, 29 Jul 2008 06:50:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1110260?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1109758?rsstype=tag&tag=expiration The most common question I get here,? Who is that French anchorwoman . The 2nd most? Why didn't my puts move up when the stock opened down 3 points, and are the MM's rigging the quotes?Along those lines, Mark from Options for Rookies forwards m... Sun, 27 Jul 2008 22:28:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1109758?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1109759?rsstype=tag&tag=expiration So if you're going to Fenway tonight, don't forget your Madonna mask.Not to diss A-Rod of anything, but Clay Bucholtz has parlayed all of one good mlb start into Erica Ellyson over here on the left. And this was easily the closest thing to a PG pic ... Fri, 25 Jul 2008 14:35:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1109759?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1108968?rsstype=tag&tag=expiration Very conflicting forces right now as far as volatility is concerned.On one hand, it's a big earnings week, and the chance of having the next GOOG find you will put a bid under many names. And we have a genuinely shaky market.On the flip side, the fir... Mon, 21 Jul 2008 10:03:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1108968?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1108468?rsstype=tag&tag=expiration We did not rally because of anything Ben or Hank or Chris said.We did not rall because JPM or Citi wasn't as bad as expected.We did not rally because we got to some magical VIX level. Even though we didn't actually get there.We did not rally because ... Sun, 20 Jul 2008 17:06:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1108468?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1108473?rsstype=tag&tag=expiration Anybody remember the VIX? Getting slammed like a Naked Short. Another point or so down gets it 10% below it's 10 Day SMA. How about Expiration, haven't mentioned that much. You don't want to play for pins in a volatile and high volume tape, so I'd be... Thu, 17 Jul 2008 15:29:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1108473?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1107835?rsstype=tag&tag=expiration OK, earlier we had the SKF breaking 210 on the way clearly to infinity. As best I can tell at these levels, each nickel down in Citi now translates into $27 higher in SKF. That double digit volatility of a week ago was apparently the buy of a lifetim... Tue, 15 Jul 2008 10:34:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1107835?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/stock-chartist/1106444?rsstype=tag&tag=expiration In the last post, I presented graphs comparing the price of various indexes and their corresponding PowerShares UltraShort ETFs.But another option for capitalizing on the market decline I believe we re facing over the balance of the year is purchas... Mon, 30 Jun 2008 12:39:00 -0400 http://www.inveslogic.com/sectors/directory/stock-chartist/1106444?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1101695?rsstype=tag&tag=expiration Jason asks this in the commentsDr.J was on friday talking about the VIX futures curve flattening out now as opposed to a month ago when the front month VIX was a full 5 pts lower than the back months and when the market was over 13k.Do you agree that... Tue, 24 Jun 2008 07:07:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1101695?rsstype=tag&tag=expiration http://www.inveslogic.com/sectors/directory/daily-options-report/1101120?rsstype=tag&tag=expiration Already reeling from Melissa's marriage to .....we'll call him Jacques Black, we now hear this.After dating for more than a year, Scarlett Johansson is set to marry her boyfriend Ryan Reynolds, PEOPLE has learned exclusively. His ex- was Alanis Morri... Mon, 23 Jun 2008 14:27:00 -0400 http://www.inveslogic.com/sectors/directory/daily-options-report/1101120?rsstype=tag&tag=expiration