Recent content by stuntman

What a move! I was being greedy and was aiming to hold Oct/Nov to 2.00. Ended up barely scratching at .91 (original long from .80 but hedges and such brought my cost to .90). It was trading 1.39 yesterday, oh well. I'm now +jan/-feb from .32 , its currently positive at .26 but I'll have a...

The skew didn't exist prior to '87 right? Or am I getting that confused?

What peaked my interest was "The Hawaii pension is dedicating over 10% of overall assets to put writing in an effort to "mitigate risk." " That's $1.6 billion stepping in with volatility at relative lows already, expecting to be 'fully invested by October' (didn't see a start date, but...

http://www.wsj.com/articles/pensions-play-with-puts-for-protection-1471777202 http://www.zerohedge.com/news/2016-08-22/pensions-latest-stretch-yield-strategy-truly-2006-all-over-again Thought this was interesting.

Hi, nice journal you guys have going here. I dabble in vxx and some futures spreads, but am still relatively new to volatility products. I'm curious what your outlook is on jan/feb/march?? If I was of the opinion of continued central bank accomodation, a Hillary victory and overall...