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WAIT WAIT WAIT I am not a beginner I know how and why VIX futures are priced. It seems to me a little bit unusual inversion comparing to usual volatility structure: NOV > DEC > SPOT I think it is possible to STAT ARB on this using the IV on the options too. These are the prices : VIX...

VIX: 18.51 VIX NOV: 21.32 VIX DEC: 20.98 Is it normal ? There are dividends or what? There are srategies to take an edge on this behaviour if it is not the fair values. Fisho

Noone is suggesting the S&P 500 3-month Variance Futures traded on CFE ! I was trying to apply a similar result with neural networks but I have a question: if you are really able to forecast HV there is a good chanche to forecast IV and the index itself since the correlation is not so bad...

Ok I will factor this bias in my trades. Maybe it is because the SOQ is calculated from real trades and those trades are mostly in the "bid" direction. Now I found the historical SOQ. If anybody is interested: http://cfe.cboe.com/Products/settlementvalues_VIX.aspx

How is it possible that the VIX opened above 14 on the expiry day and was above 13.70 for hours but the SOQ was 13.63 ? (As I understood from the Assignment (VIX MAY07 14 P) -370.00 ) I understand that it is calculated in a different way but SO DIFFERENT ?! Moreover, having options in the...

I'm trying to understand and use the volatility trading in IB with automatic delta hedge. it seems to me a mess. the vola I insert is out of range even if I checked in the option modeler. I don't run the last tws to avoid bugs ... Some better experiences ? What should one write in the Delta...

I ' taking a look at OptionSmart ( http://www.optionsmart.com ) I'm wondering if I could use their signals as a base for my strategies. Any experience with them ?