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Search: Posts Made By: suko
Forum: Emini and Emicro Index April 9th, 2021, 07:25 PM
Replies: 132
Views: 13,536
Posted By suko
I think this allows you to get into position at...

I think this allows you to get into position at maybe a better price on Monday morning when something big is happening, like last March. Rather than get stuck in a traffic jam at the open.

It used...
Forum: Emini and Emicro Index April 8th, 2021, 09:48 PM
Replies: 132
Views: 13,536
Posted By suko
I love this ZH headline: "We're Going To...

I love this ZH headline:

"We're Going To Need More Cocaine" - Cboe Plans To Launch
24-Hour-A-Day Trading In VIX, SPX Options
...
Forum: Emini and Emicro Index March 30th, 2021, 05:15 PM
Replies: 132
Views: 13,536
Posted By suko
I think we'll see a VIX 80 sooner than 8.

I think we'll see a VIX 80 sooner than 8.
Forum: Emini and Emicro Index March 28th, 2021, 08:47 PM
Replies: 132
Views: 13,536
Posted By suko
Here we are, 20 days out and almost 3 points...

Here we are, 20 days out and almost 3 points over spot. We should be at 1.5 or less. So there is a huge premium in M1 still.

Screen Shot 2021-03-29 at 9.46.46...
Forum: Emini and Emicro Index March 26th, 2021, 07:16 PM
Replies: 132
Views: 13,536
Posted By suko
8 was quite shocking when it happened a couple...

8 was quite shocking when it happened a couple years back, and it could happen again with the CB's actions, etc. VIX spends much more time at 12, though.

The mode of VIX is somewhere in the range...
Forum: Emini and Emicro Index March 26th, 2021, 06:22 PM
Replies: 132
Views: 13,536
Posted By suko
Here's the show of Vol Views where they talk...

Here's the show of Vol Views where they talk about UVXY broken pricing (AFAIK this issue has not been fixed either):

Volatility Views 419: Regrets from the UVXY Whale
...
Forum: Emini and Emicro Index March 25th, 2021, 04:59 PM
Replies: 132
Views: 13,536
Posted By suko
First I have heard that. The guys at Option...

First I have heard that.

The guys at Option Pit, who are vol gurus, have both ongoing courses and an extensive library of videos on the subject. Andrew's "VIX Made Easy" and VXX Made Easy" video...
Forum: Emini and Emicro Index March 24th, 2021, 07:20 PM
Replies: 132
Views: 13,536
Posted By suko
If you dig down into the prospectus on any...

If you dig down into the prospectus on any leveraged ETF there is a termination clause.

They can all go to zero. VXX is not subject to the exact same scenario as XIV, but there's still a threat...
Forum: Emini and Emicro Index March 23rd, 2021, 10:23 PM
Replies: 132
Views: 13,536
Posted By suko
I am not quite able to parse your question (which...

I am not quite able to parse your question (which was not directed to me anyway) but if you are an Elite member you can see an example of risk management with long/short vol options trades in my...
Forum: Emini and Emicro Index March 23rd, 2021, 09:54 PM
Replies: 132
Views: 13,536
Posted By suko
Thanks for sharing this trade with us in detail. ...

Thanks for sharing this trade with us in detail.

Do you do this kind of trade on a regular basis?
Forum: Emini and Emicro Index March 22nd, 2021, 07:57 PM
Replies: 132
Views: 13,536
Posted By suko
Futures contango effects the speed of decay of...

Futures contango effects the speed of decay of VXX. 9% is pretty decent this far out in the cycle, and also note that with 28 days to go, M1 is pricing almost 3 points above spot. Normally you would...
Forum: Emini and Emicro Index March 22nd, 2021, 07:41 PM
Replies: 132
Views: 13,536
Posted By suko
UVXY is now just over 6. I looked around...

UVXY is now just over 6.

I looked around for a reverse split announcement but there is none. Did I miss something?

Usually they reverse split UVXY before it gets to 5, either 4 to 1 or 5 to 1....
Forum: Emini and Emicro Index January 31st, 2021, 06:03 PM
Replies: 132
Views: 13,536
Posted By suko
LPs have jacked the vol on some of the GME...

LPs have jacked the vol on some of the GME strikes to over 1700%
Forum: Emini and Emicro Index October 27th, 2020, 12:02 AM
Replies: 132
Views: 13,536
Posted By suko
There has been an excited ongoing discussion...

There has been an excited ongoing discussion about VOLQ on Vol Views.

I really look forward to its widespread adoption. It's perhaps a better design than VIX.

The history is that many vol...
Forum: Emini and Emicro Index October 26th, 2020, 11:54 PM
Replies: 132
Views: 13,536
Posted By suko
>>going long vol / VIX in these liquidity...

>>going long vol / VIX in these liquidity cascades that we have been experiencing these past 2 years would have mitigated a big chunk of my losses.

You need to keep your eye on the smart money....
Forum: Emini and Emicro Index September 28th, 2020, 08:40 PM
Replies: 132
Views: 13,536
Posted By suko
VIX Nov 40 60 call spread seems to be one popular...

VIX Nov 40 60 call spread seems to be one popular long vol play going into the election. Somebody bought a ton of them last week at 2.38. Now it's going for 2.25. BTFD.
Forum: Emini and Emicro Index September 17th, 2020, 06:21 AM
Replies: 132
Views: 13,536
Posted By suko
Somebody was talking about bond vol vs gold vol...

Somebody was talking about bond vol vs gold vol also. I don't play this pair.
Forum: Emini and Emicro Index September 17th, 2020, 12:58 AM
Replies: 132
Views: 13,536
Posted By suko
No sooner did I write that about NOV increasing...

No sooner did I write that about NOV increasing than it jumped up to the same level as OCT.

I am beginning to believe that I am getting pretty damned good at reading the VIX term structure.

If...
Forum: Emini and Emicro Index September 15th, 2020, 08:59 PM
Replies: 132
Views: 13,536
Posted By suko
The NOV future must necessarily increase from...

The NOV future must necessarily increase from here on out, too. OCT rolls off two weeks before the election, and the tension is just gonna be starting to ratchet up immensely then. The outcome of the...
Forum: Emini and Emicro Index September 15th, 2020, 08:47 PM
Replies: 132
Views: 13,536
Posted By suko
Jay Wohlberg: "Oct VIX futures are still...

Jay Wohlberg:

"Oct VIX futures are still elevated and have been since March. The backwardation structure doesn't necessarily suggest increasing volatility and since spot VIX is lower than Oct Vix...
Forum: Emini and Emicro Index September 9th, 2020, 08:58 AM
Replies: 132
Views: 13,536
Posted By suko
The election results will come in after the...

The election results will come in after the market is closed but the VX futures may be trading at that hour. VIX options do trade late at night but are not accessible to retail.
Forum: Emini and Emicro Index September 9th, 2020, 03:59 AM
Replies: 132
Views: 13,536
Posted By suko
I think the mail in ballot issue may make the vol...

I think the mail in ballot issue may make the vol play on this election much different from last time.

One wants to assume that the M1 M2 bump does not come out of the term structure on election...
Forum: Emini and Emicro Index September 6th, 2020, 07:09 PM
Replies: 132
Views: 13,536
Posted By suko
And this highlights two important points about...

And this highlights two important points about the VIX that often gets lost in the discussion: VIX measures risk to the upside as well as downside

1) it's a measure of calls as well as puts, so...
Forum: Emini and Emicro Index September 5th, 2020, 04:29 AM
Replies: 132
Views: 13,536
Posted By suko
Now we know it was Softbank bidding up calls...

Now we know it was Softbank bidding up calls bigtime.
Forum: Emini and Emicro Index August 31st, 2020, 08:21 PM
Replies: 132
Views: 13,536
Posted By suko
Now that August is over and money managers have...

Now that August is over and money managers have their plans in place, let's look at the VIX term structure.

M1 to M2 contango is over 18% and the difference is 5.25 points. Extreme. This has...
Showing results 1 to 25 of 65

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