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I should just learn how to use the CBOE search engine. It sounds like this is what I want: http://www.cboe.com/Products/indexopts/ruh_spec.aspx Unless someone wants to edumacate me even more...

Yep, I get it. See subsequent discussion. The VT index is what I need to be looking at, even better than the VIX. But I don't want to make a directional bet on the VT (which is what the future gives me), I just want insurance in case of a spike.

Interesting... this does seem to be what I'm asking for. But I'm still very new to this, so I'm still not sure about the implications... VIX futures don't work for my purposes, because the underlying is implied volatility *at expiration*... VT futures are a measure of actual volatility...

Hmm, I guess what I really want is a variance swap. It's only for a couple of weeks, so maybe I could implement it using a strip of SPY options. But I'd really like to just *buy* a variance swap. Are there any sellers of variance swaps to retail customers...?

Is anyone familiar with the VIX binary options? I have zero experience with these as well, but just intuitively... especially with front month options... I'd expect these options to be more volatile, and move more in line with spot prices even 15-30 days out.

I've read that front-month VIX futures tend to move about 1/2 as fast as spot prices on a quick move up. I guess I just have to take that into account. I think this can still work, just going to cost me twice as much as I had hoped.

Consider me edumacated: https://www.donfishback.com/blog/2009/01/25/vix-futures-are-not-always-a-volatility-play/ So, I'm still stuck. What's an effective way of going long *realized* volatility, as a hedge?

Mark, My plan was to sell the options (not exercise them) 15 days into the trade, and 15 days before expiration. My option calculator came up with 3.75 as call price with underlying=strike at 55, IV at 90%, days until expiration=15. What am I missing?

I'd love to see a paper on this, especially one that digs into covariant factors. I'm assuming this is all at the same institution/same time frame, as well, so that grading policy isn't an issue.

Would you like to see a list of excellent scientists and businessmen who excelled in their formal education? It's a long list. Failing in school is not a death sentence, and excellence is not a golden ticket for life. Your list is just a reminder of that. But it is absolutely a...

I for one don't accept the theory that there are *any* downsides to excellence in formal education. I don't agree that formal education implies conformity. I have a 3.95 GPA in comp sci from the top public university in the nation, and also a graduate degree from the top engineering...

I have *my* answer to this question... I firmly believe that when someone is between the age of 13-21, their true "profession", their job, is to excel at school. If they can't bear down and do their job well, there's no reason for me to think that they'll suddenly become superstars after...

Hey folks, Turns out it's not that hard to figure out at all. VIX options are trading with an IVM of about 85% 30 days out... So if I buy front month calls at 55 strike (currently VIX at 35), I'll be paying 0.15 a contract. If VIX spikes up to 55 in the next 2 weeks, the calls will be...

I trade the equivalent of a straddle on the open, counting on that noise to push me out of the range. But other than that, I don't do *any* trading of my strategy until 10:05 AM. I've done some backtesting, and for me at least, it just works out better that way.

For every 100 monkeys who randomly made buy/sell decisions on those 3 trades, 12 monkeys would have come up with the OP's results. For every 100 monkeys who take $50k to Las Vegas and bet it all on black (three times), statistically speaking 12 of these monkeys will walk away with $400k...

Hey guys, Thought I'd turn to the experts for a little advice. :) My strategy (confirmed in backtesting) is bearish in vol, and will gets killed when vol spikes suddenly. My strategy runs 30 calendar days (~20 trading days) at a time, so I'm only talking about hedging over that time...

Perhaps someone that uses TS can come in and verify if that's the way TS behaves. Your explanation as to *why* this design choice makes little sense. Just about any alternative seems better than the choice being made here. Why not close a bar after a user-programmed threshold? 30...

The official NinjaTrader answer is "this is by design". Ugh.

Yep. There is an unbelievable bug within NinjaTrader in its handling of ticks (at least from IQFeed), with *any* thinly traded stock. Unbelievable. Basically, NinjaTrader doesn't "finish" a bar until it sees a trade *after* the current bar... even if there are already trades in the...

I might have to eat crow here. The closer I look at the problem, the more I believe the bug is with NinjaTrader. (And it's a pretty significant bug, too.) Once I was able to get through to someone, IQFeed customer support staff has been excellent in tracing through the problem. I hope...