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Not sure VIX has anything to do with BS itself. I think it is purely related to how it is calculated.

I have not paid much attention to VIX recently, so the Barron's article this week caught me off guard. Looks like the implied IV just reached two ( or is it three ) years low. While the major events of this year were just over, what else could spike the IV up from now until EOY ?

As Henry Ford said, if you think you can do it or if you think you cannot do it, you are both right. Also no one can win every trade anyway.

Any greek could be an edge if you trade them profitably,

Touching ITM EUR FOP in any way is not a good idea !

:D

Seriously, those weeklys will give a new meaning to Calendar spreads in that two legs are no longer just 28 or 35 days apart, they could be just 7, 14 or 21 days apart. Any thoughts ?

:D

yahoo options site (http://finance.yahoo.com/q/op?s=GOOG&m=2010-07) show they expire at close Thursday, July 22, 2010 ? while CBOE says they all expire at Friday. (http://www.cboe.com/micro/weeklys/introduction.aspx)

Expire at close Thursday, July 22, 2010 ? while CBOE says they all expire at Friday.

It is showing eight more 3D charts

A 3D gamma chart for butterfly

Just got email saying that the Options Lab starts offering 3D charts for profiling options strategies. Check it out at http://www.theoptionslab.com Click on the View 3D button on the chart.

Just got email saying that the Options Lab starts offering 3D charts for profiling options strategies. Check it out at http://www.theoptionslab.com Click on the View 3D button on the chart.

http://www.elitetrader.com/vb/showthread.php?threadid=186296

I assume what you mean is that the EURO's drop will start to reverse itself pretty soon, which I think won't happen until next year.

You have to wait until 2010 to see any USD correction. For a puts holder, that is a long time.

The next earning season is still three weeks away, the USD strength could only affect one third of a quarter's earning. And I don't think the tail can wag the dog.

Euro cannot hold up even when the GDP number is bad. The put IV is dropping a little bit.

No, I am not, the time decay for weekends usually has been priced in around noon on Friday.