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Not a problem. I've seen a lot of people pontificating on the VIX these days. But this is the first comment I've seen from the original creator of the VIX. I think his comments carry more weight than many of the recent VIX "experts" that are spouting their nonsense on CNBC, etc.

So basically this guy is buying far OTM strangles on his long underlying positions? That's it? He's right when he says that strategy is only going to break even most of the time, if that. Loading up on OTM premium is expensive and will erode any gains from the long underlying position. Unless...

I think the latter is the key part of that equation. If the market makers can't hedge, then everything else is pretty much moot. Liquidity will drop and spreads will widen out to reflect the increased risk in the marketplace.

A Historical Perspective On Volatility & The VIX Posted at www.TheOptionsInsider.com in Trading & Technology by The Options Industry Council A Historical Perspective "Everyone seems to think that this level of VIX is the highest ever. That’s not the case. When I created the VIX for...

http://www.theoptionsinsider.com/comment/?id=127 Despite Soaring VIX, Short Selling Ban Sends A Chill Through The Options Market Posted on www.theoptionsinsider.com In Comment Letter by Mark S. Longo One For The Record Books There has been a lot of talk about the explosion of...

There can't be that much volume if their numbers are down for the second month in a row!

Seems like the NASDAQ is really crawling its way up the options charts. When do you think they will beat the BOX?

Short answer - yes. The futures market is heading down the toilet real quick. Just take a look at the CME's stock these days. If options traders aren't careful, their market will follow suit.

Is it a coincidence that the busiest day in options history coincides with highest point on the VIX's chart (28.54)? It seems there is some truth to the belief that spikes in the VIX drive options volume.

What's the deal with this settlement? Is it still going on? I heard the CBOE postponed their vote on this issue.

This current frenzy over short selling saddens me. People who think short selling is the cause of the recent market downturns are deluding themselves. After all, the big banks and hedge funds have had mechanisms to sell on downticks for years. This is not a new development to any of the...

Short premium now! Hell no!! Just look at the VIX. It's rallying like crazy these days. With the wild swings in the market, who wants to be short options? Not me. Hell no!!

Just take a look at the top ten. Only one call in the bunch! Top Ten Most Active Options & Strikes Posted on 7/15/2008 at www.TheOptionsInsider.com Top Ten Most Active Options & Strikes (WB, XLF, AIG, LEH, PG, SPY, QQQQ) 1. Wachovia Corporation (WB) 30 Puts: 303,507 contracts...

There's some ugly options activity in this name right now. Why are the bears circling Estee now? Earnings aren't for another month! See below: Unusual Options Activity Alert: Estee Lauder (EL) & Harley Davidson (HOG) Posted at www.theoptionsinsider.com on 7/15/2008 i by Frederic Ruffy...

Anyone taking bets on the VIX hitting 40 before the end of the month? Anyone? Bueller?

http://www.theoptionsinsider.com/tradingtechnology/?id=920 Unusual Options Activity Alert: Crocs Inc (CROX) Posted on 7/8/2008 in Trading & Technology by Frederic Ruffy Crocs Inc CROX 7.56 +9.41% A large surge of bullish option flow was seen in this shoe maker this morning. From its...

http://www.theoptionsinsider.com/tradingtechnology/?id=891 Unusual Options Activity Alert In Teva Pharmaceuticals (TEVA), XTO Energy (XTO), Cheasapeake Energy (CHK) & iShares Emerging Markets Fund (EEM) Posted on 6/25/2008 in Trading & Technology by Frederic Ruffy Teva Pharmaceuticals...

http://news.bbc.co.uk/1/hi/business/7464258.stm What is it like working for a hedge fund? By Anthony Reuben Business reporter, BBC News It makes a certain amount of sense for a hedge fund to be based somewhere leafy, but even by usual standards, Tony Tresigne works in a quiet spot...

http://www.ft.com/cms/s/64771d3e-4185-11dd-9661-0000779fd2ac,Authorised=false.html?_i_location=http%3A%2F%2Fwww.ft.com%2Fcms%2Fs%2F0%2F64771d3e-4185-11dd-9661-0000779fd2ac.html&_i_referer=http%3A%2F%2Fwww.theoptionsinsider.com%2F Watchdog's ruling lifts lid on hedge funds' positions By...

As a lifelong Chicagoan and an Ivy league-er myself, I can attest to the fact that the Chicago trading community is loaded with my fellow alumni. After all, this was the only place in the country to seriously trade derivatives until recently. Even now, despite the prevalence of screen trading...