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

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

Tuesday, October 27, 2009 - Opposing directions in the ETFs & Futures kept me from playing these small gaps, but I was able to use my plan to trade the post-open selloff . . .

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

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

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).

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

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

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

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
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Brian Shepard looks ahead to Monday’s holiday session where the S&P will be open for trading, but interest rates and forex will be closed.

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

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

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

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

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.

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

Brian Shepard discusses the drop in the markets this morning as continuation from yesterday’s afternoon sell-off after the Fed announcement.  Yesterday, the S&P futures hit 1075.75, the target projected from Tuesday 9.22.09 Mr. Topstep video by Jason Carter.

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.

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

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.

OptionMonster’s Volatility Sonar: Sell 1 Dec strangle buy 4 Dec 40 calls

OptionMonster’s Volatility Sonar: Day after Expiration

OptionMonster’s Volatility Sonar: Expiration Explanation

OptionMonster’s Volatility Sonar: Last day for Sept VIX trading

OptionMonster’s Volatility Sonar: Sep 25 puts sold

For the latest news and developments, go to www.thinkorswim.com >

thinkorswim Wednesday Trader’s Lounge chat
Date: 2009-07-01
Time: 3:15pm - 5:00pm

Skew Play 1X3

Christmas Tree

Jobs number on the VIX

VIX 18 Buyer drys up

David Elliott of WallStreetTeachers.com does Nightly ThinkOrSwim.com live sessions where he reviews today’s market action, analyzes the major indies including gold, oil, and the Dollar. Also, David looks through many trade setups to give you the best list of stocks to trade tomorrow. David Elliott’s Nightly ThinkOrSwim.com Sessions recordings will be posted here on FINZ.tv [...]

The Dow Jones Industrials up 7 days in a row and the Nasdaq 100 (QQQQ) up a historic 10 days in a row (thanks to David Elliott of WallStreetTeachers for the stat http://finz.tv/davidelliott).  James identifies the near term resistance levels he’s watching for each, and what to look for in the McClellan Oscillator and Volatility [...]

Segment 2 of 2.  Fari Hamzei reviews his S&P E-Mini futures (ES) trades during the American Style hours (last 30-minutes) of Options Expiration day (July expiration) on Friday, July 17th, 2009.  Review and follow along with Fari’s trades, which he posted on Twitter (http://twitter.com/hamzeianalytics).  Fari explains……….
Watch Segment 1: Trading futures during European Style (Pre-market) option [...]

Segment 1 of 2.  In Segment 1, Fari Hamzei reviews his S&P E-Mini futures (ES) trades during the European Style hours (pre-market) of Options Expiration day (July expiration) on Friday, July 17th, 2009.  Review and follow along with Fari’s trades, which he posted on Twitter (http://twitter.com/hamzeianalytics).  Fari explains……….
Watch Segment 2: Trading futures during American Style [...]

Fari Hamzei of http://www.hamzeianalytics.com returns to youtube with analysis and education.  Featuring 3 important market internals for market timing, Fari puts this unique options expiration week’s strong market upmove in perspective and what he predicts the market will do going forward.  With standard deviation ranges as guides, Fari explains how to use the modified cumulative [...]