Volatility Skew in S&P 500 Options

Early this morning I received an email from Jon asking - “Dear Nick, what’s your take on this article from today: U.S. Stock Market Stumble Presaged by S&P 500 Options”… I noted this article in today’s biggest news post and said I would comment on it later…(Read More)

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Posted on October 9th, 2007 by
Filed under: Uncategorized

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The Calendar...option traders best friend

FAQ...Always be aware of the date and the day the new month starts when trading options or futures !!!...Why?.... most stock options and index options expire on the third Friday of the month...so some months are "shorter" than others if the first day of the month is a Friday.Vix options expire on the Tuesday after the third friday of the month.Make sure you keep one eve on the date.
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Volatility Skew in S&P 500 Options

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The Calendar...option traders best friend

October 2007
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