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Mark Sebastian, former CBOE market market, discusses trading options.

Owner: option911

Listed in: Finance

Language: English

Tags: options, cboe, trading, income, greeks

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Latest Blog Posts for Option911 Blog

  • Sometimes the Blind Straddle Doesn’t find a Nut
    on Jan 14, 2010 in Trades
    There is a lesson to be learned in any trade. That is the whole purpose of this blog. It is my hope that in my ramblings on the market and in posting trades that I find interesting at the time, that the Option911 reader will learn a thing or two and...
  • SPX FEB 1145 Straddle – Update for Jan 13, 2009
    on Jan 13, 2010 in Trades
    Underlying Data Symbol Close Change SPX 1145.68 +9.46 VIX 17.85 -0.40 SPX Price Chart for Jan 13, 2009 SPX FEB 1145 Straddle Summary 10 SPX FEB 10 1145 Call @ 24.00 Currently 23.90 = 10 * 100 * -0.10 = -$50 10 SPX FEB 10 1145 Put...
  • SPX FEB 1145 Straddle – Update for Jan 12, 2009
    on Jan 13, 2010 in Trades
    Underlying Data Symbol Close Change SPX 1136.22 -10.76 VIX 18.25 +0.70 SPX Price Chart for Jan 12, 2009 SPX FEB 1145 Straddle Summary 10 SPX FEB 10 1145 Call @ 24.00 Currently 19.10 = 10 * 100 * -4.90 = -$2450 10 SPX FEB 10 1145 P...
  • SPX FEB 1145 Straddle – Update for Jan 11, 2009
    on Jan 12, 2010 in Trades
    SPX remained in negative territory most of the day. Our fill was $0.60 above the Mark so half of our paper loss is due to the fill. Underlying Data Symbol Close Change SPX 1146.98 +2.00 VIX 17.55 -0.58 SPX FEB 1145 Straddle Summary 10...
  • Having A Baby, Buying a Straddle
    on Jan 11, 2010 in Mailbag
    Mark You are spot on the analysis that VIX predicted non event employment event. The straddle is now 18 USD. How do you assess that the straddle was relatively cheap? Thanks Ron Ron, Great question, in this case I did a risk reward analysis in my hea...
  • Mini-Mailbag-Rut Update
    on Jan 8, 2010 in Trades
    Hi Mark, I enjoyed your article “How Market Makers buy units to stay in business” and I use the information for my Iron Condor and Calendar trading. Another case of emergency for me would be if I could not access my trading account for se...
  • SPX Front Month Straddle-RUT Update
    on Jan 7, 2010 in Trades
    With the employment report due out tomorrow what is the market saying about the move? Not much. It appears that the market is pricing in a very tame report and little or no action tomorrow. The SPX January 1140 straddle closed 21.05. Considering h...
  • VIX dips below 19, RUT update
    on Jan 6, 2010 in Trades
    The VIX briefly dipped below 19 today. Part of this has to do with the fact that real volatility in the market continues to fall. The second part is that the VIX rolled from including Jan options to not including Jan options (it is now only calcula...
  • What is on tap this week? Rut update
    on Jan 5, 2010 in Trades
    Do not expect a lot of activity for the next couple days as I think the market is waiting for the employment report on Friday. Word on the street is that this may be the first net jobs gain in almost two years. If this number misses, I think the...
  • RUT-Rough Day-Adjustment Made
    on Jan 4, 2010 in Trades Tag Testing
    The RUT really took off today. I had no choice but to adjust. I exited the Jan/Feb 600 spread leaving this position only long the Jan/Feb 620 calendar. We lost 3300 dollars today. This position now needs the market to drop substantially. If the...
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