Jim Kingsland of The Kingsland Report claims he’s on vacation, but he continues to ponder the significance of the large open interest March VIX calls all the way up to the 20 strike.
From looking at the open interest patterns out through February 2009, I can only find one other area where it looks like a snake swallowed a cow: the open interest of 63,171 in April 11 puts. My (highly inexpert) guess is that someone has taken a significant long position in April 11 puts and hedged some of this in March with long calls across the 15-20 strike range. If this is the case, it is an interesting way to play the current volatility environment and suggests that a lot of money is going on the fat tails and betting against the type of orderly rise in volatility that would be associated with a mild correction in the SPX.
thanks bill... makes sense. large open interest in the november contracts as well. i'm in richmond at a large outlet waiting for my wife as she shops at plow and hearth. back to miserable ny burbs sunday.
ReplyDeleteI think I would take the other side of the position and sell the puts in april and sell the calls in february.
ReplyDeleteI feel so rejuvenated, energized, and full of spirit. And in Chennai flip spa is the best spa provider.
ReplyDeleteBangalore is a top tourist body massage in bangalore destination in India. It serves as an ideal gateway.
ReplyDeleteThis is my first time that visit this blog. I love to read all the posts. Thanks for sharing the ideas with us.I thoroughly enjoyed reading it in my spare time. You can pick crystals from crystal shops near me and place a small crystal between yourself and your computer as you work.
ReplyDeletecompanion in Bangalore are not only stunning beauties but also well-mannered, educated, and sophisticated. They do not just give you a pleasurable time but they make sure that you have a good time while they are at it.
ReplyDeleteOur beautiful Bangalore Dating Girls will not only give you the company of their charming selves, but also make sure that there are no dull moments when they are with you.
ReplyDeleteMumbai is one of the most popular cities in India, and it is also one of the most popular places to find Female Companions In Mumbai. There are many dating girls in Mumbai who are available to provide companionship for both men and women. Whether you are looking for a date for a night out on the town or someone to spend some time with during your stay in Mumbai, these dating girls can provide what you are looking for. Many of the Mumbai female companions are also available to provide other services such as massage and body rubs, so you can relax and enjoy your time in the city.
ReplyDeleteThere are plenty of Mumbai Dating Girls to choose from, so you should have no trouble finding someone to your liking. Whether you're looking for a fun fling or a serious relationship, you're sure to find someone special among the many Mumbai dating girls. Just take your time and enjoy getting to know them before you make any commitments. Who knows, you might just find the love of your life!
ReplyDeleteThis comment has been removed by the author.
ReplyDeleteOur Female Companion Bangalore are always ready to make your wildest fantasies and needs come true!
ReplyDeleteIf you are visiting Mumbai and are in need of some companionship, then you should definitely consider hiring one of the many Mumbai Models Girls that are available. These girls are not only beautiful, but they are also well-educated and can provide you with stimulating conversation. They can also show you around the city and help you to experiences its many nightlife options. Whether you are looking for a romantic evening out or just someone to keep you company during your stay, a Mumbai model girl can definitely make your time in the city much more enjoyable.
ReplyDeletenice and to body to body spa near me comment thius
ReplyDeleteThis comment has been removed by the author.
ReplyDeleteIf you're looking for fun and companionship, girls in Bangalore to have your back.
ReplyDeleteThanks for sharing the useful and informative information, i like your all articles.
ReplyDeleteWelcome to Ranchi Companion , the premier provider of female companions in Ranchi. Our exceptional service provides an exclusive companion for those looking to explore the city in style and comfort. Our experienced and professional companions are highly sought after and can provide you with an unforgettable experience.
ReplyDeleteI appreciate, cause I found exactly what I was looking for.
ReplyDeleteYou can celebrate special occasions with pampering yourself and your friends in the comfort of Massage spa Bangalore.
ReplyDeletebest nuru massage near me hsr layout with safe and secure service in budget friendly prices, come with desire go with happy results.
ReplyDeletevery good blog
ReplyDeleteSports and Athletics: Athletes use female to male full body massage centres near me compression massage to aid in recovery, prevent muscle soreness, and improve performance.
ReplyDeleteFollowing stressful situations the body will have experienced a sudden increase in levels of adrenaline, cortisol and norepinephrine which are all stress related hormones involved in the body's "fight or flight" system.
ReplyDeleteSoftens and loosens shoulder girdle muscles. Links your breath to movement. Warms up the synovial fluid within the shoulder. Helps to release tension.
ReplyDeleteThank you for posting this helped me a lot.
ReplyDeleteI found the posts on this website quite balanced and the pictures presented on it quite relatable.
ReplyDeletethankx for sharing this comment
ReplyDeleteThanks for sharing all this information here on this page.
ReplyDeleteI truly enjoy looking through on this web site , it holds superb content .
ReplyDeleteFantastic post! It was great reading your thoughts. Thanks for sharing it with us. - Pibilo Free Classified
ReplyDelete