Grab some VIX2/VIX3 calendar spreads

Today's grab some #VIX #futures calendar spreads -10 NOV VS +10 DEC (VIX2 VS VIX3).

Entry VIX2/VIX3 spread - $0.11
Stop - $0
Take profit1 - $0.20

S&P E-mini Volatility Catcher

VIX below the floor. Next volatility catcher with E-mini futures and options...
+3 September 30 delta puts, +1 September S&P E-mini.

Setup
Take profit +10-20%
Stop - 15%
Time - 2-3 weeks.

OptionVue Matrix


P/L and time decay

P/L and volatility

OptionVue leases summer sale

OptionVue leases summer sale
OptionVue 7 Standard Lease with Broker Quotes and BackTrader - just $85 per month.
- Annual Pre-paid subscription is $850 - Get 2 Months Free!

 OptionVue 7 Real-Time Lease with QuoteVue 1000 Data
- Annual Pre-paid subscription is $1,500 - Get 2 Months Free!

Hurry up! Offers Good Through July 14, 2014.

The Early birds pre ECB meeting EUR JUN/JUL calendar

The early birds catches the worm.

Jul 6E futures volatility is extremely high before today's ECB meeting.

The risk of this position - options on different 6E fututes (Jun vs Sep).

Another VIX spike catcher.

It's just another idea how to buy vega.

I'm using call bull September vertical spread and hedging spread delta with short VIX futures.
I'm planning to roll this position to next month after 3-4 weeks.

On my mind, OptionVue shows us wrong P/L chart.
I tried to analyze VIX futures in OptionVue, but got the message "This asset does not appear to have options."

 

 Question for you guys, can you recommend software with correct VIX charts?

Cheap VIX hedge May 2014

VIX on the lowest leves since 2008 financial meltdown.

Below some ideas how to hedge with VIX options.

Vertical spread. Buy 13 Jun call's, sell 16 Jun call's

Broken wind batterfly. Long 1x 13 Jun call's, 2x Short 17 Jun call's, Long 1x 20 Jun call's.


Sorry, I don't know how to call it.  Long 1x 13 Jun call's, 2x Short 17 Jun call's, Long 2x 20 Jun call's.

New Bullsh*t Free Series book available - "BULLSH*T FREE GUIDE TO OPTION VOLATILITY"

Gavin McMaster latest book "BULLSH*T FREE GUIDE TO OPTION VOLATILITY" is finally available on Amazon.

Please hurry up. It will be free from May 8th to May 12th.

04/03/2014 ECB Meeting play - EUR/USD Double Calendar

April 6E options volatility jumps before ECB event.

My idea based on my earning trading experience.
It's double calendar spread.

The setup
Position - 1.36 put's plus 1.38 call's calendar.
Break even points - 1.3619, 1.3887.
You can reduce you risk using 1.355 - 1.385 calendar spreads.

Cognitum Option Pricer was launched

Cognitum Option Pricer was launched. Interesting conception for far OTM options traders...

"Cognitum Option Pricer offers a different approach to option pricing. It uses historical data to build a real price return distribution, and then uses this distribution for option price calculation. No model assumptions.

Price returns are normalized to local volatility estimate, using rolling N-day window. It makes historical returns landscape more or less homogeneous and so it makes more reasonable the assumption about stability of the distribution form."

Evaluation period is 15 days.
Software written by Cognitum Research.