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Optionmonster Tv’s Volatilty Sonar Report: Vol coming in

Tickers: VIX, VXO

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Optionmonster Tv’s Volatilty Sonar Report: Vol coming in

Jamie discusses the move down in the VIX and VIX futures.

Optionmonster TV’s Volatility Sonar Report: Cantango -vs- Backwardation

Jamie discusses the dynamic in the VIX cash futures and the break in the term structure of the futures creating a healthy market phenomena.

Optionmonster’s TV Sonar Volatility Report: Nov 25/30

Jamie dicusses the yo yo day in the market and the VIX and possible reasons why. Also the extreme call buying in the VIX.

Optionmonster Tv’s Volatility Sonar Report: Pop on the VIX

Jamie discusses the pop on the VIX after the treasury auctions completed this afternoon.

OptionMonster’s Volatility Sonar: Still buying puts

Jamie Tyrell draws attention to the amount of puts STILL being bought on Wednesday, October 21 when VIX was sitting at multi-month lows and prior to the spike Wednesday afternoon (when S&P dropped).

Optionmonster TV’s Sonar Report December Premium Sellers

Jamie discusess the last day to trade the Oct. VIX options and what happens with the Nov. contracts tomorrow.

OptionMonster’s Volatility Sonar: Monday Trading before experation

Jamie explains the market’s hot streak and the continue fall off the VIX before Wednesday’s expiration.

OptionMonster’s Volatility Sonar: VIX long cycle

Jamie Tyrell reminds us it is NOT an expiration for the VIX while it is expiration for the rest of the market. The VIX is in a long cycle. Jamie mentions the 22.5 puts and 25 calls in play.

Volatility Sonar Report from CBOE
Everyday Midday sponsored by Trademonster
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OptionMonster’s Volatility Sonar: New strikes on the VIX

Jamie Tyrell of Group1 Trading talks about low VIX because we didn’t get the volatility out of the Goldman Sachs & Citigroup earnings that folks expected. Big news in VIX is new strikes 24 and 26’s in Nov and December.

Volatility Sonar Report from CBOE
Everyday Midday sponsored by Trademonster
show sponsored by

OptionMonster’s Volatility Sonar: Nov 30-40-60 Skew Fly

Jamie Tyrell mentions Volatility starting to live in the low 20’s.

OptionMonster’s Volatility Sonar: Christmas Trees in October

Jamie Tyrell of Group1 Trading mentions the October 27.5 calls for the VIX got quite a bit of trading in the morning as some signs of fear stepped in.

Volatility Sonar Report from CBOE
Everyday Midday sponsored by Trademonster
show sponsored by

OptionMonster’s Volatility Sonar: Oct 25 straddes

Jamie Tyrell brings attention to the lowest VIX reading of the week, even though VIX is typically low on Friday’s with the weekend ahead.

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OptionMonster’s Volatility Sonar: Dec strangle

Jamie Tyrell emphasizes the big trade in the VIX today in the December contract with 120,000 contracts traded.

OptionMonster’s Volatility Sonar: October 32 1/2 calls

Jamie shows front month VIX options and the reduced volatility required in the front months on a consolidation day like today.

Volatility Sonar Report from CBOE
Everyday Midday sponsored by Trademonster

OptionMonster’s Volatility Sonar: Puts

Jamie Tyrell of Group1 Trading examines drop in VIX during this week’s rally, drop in dollar, and gold making new highs.

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Volatility Sonar Report from CBOE
Everyday Midday sponsored by Trademonster

OptionMonster’s Volatility Sonar: Dec 30 calls

Jamie Tyrell talks about disagreements in long term direction of the VIX, with the markets having pulled back 5% in the S&P 500 after touching as high as 1070.

Volatility Sonar Report from CBOE
Everyday Midday sponsored by Trademonster

OptionMonster’s Volatility Sonar: Explaination

Jamie Tyrell of Group1 Trading focus on the market drop after a ton of data this morning and VIX popping through the 27 threshold level.

OptionMonster’s Volatility Sonar: Oct 22 1/2 puts

OptionMonster’s Volatility Sonar: Christmas Trees

Jamie Tyrell of Group1 Trading discussing the low volume in VIX contacts on Monday for Yom Kippur, 22k contracts traded vs. over 150k average. Despite volume picking up for industry, VIX volume was still aimed at below average for Tuesday, 9.29,09

OptionMonster’s Volatility Sonar: Sellers of premium

Jamie Tyrell reports activity in VIX futures. There are sellers of premium not because they think the VIX will fall, but the VIX will not move much from these levels.

OptionMonster’s Volatility Sonar: November strangle

Jamie Tyrell mentions yesterday as the lowest volume day for VIX in 2 months. Also, November strangle trade.

OptionMonster’s Volatility Sonar: Selling the outer months

Jamie Tyrell of Group One Trading highlights recent phenomenon of VIX at-the-money straddle expanding whenever the S&P is down over the weekend. Also, selling of VIX in outer months.