Around the Horn: VIX, Volatility and Options

Just a quick note as we head into the last hour of trading to highlight several interesting new posts in the world of the VIX, volatility and options:

• Andrew Hart of BigTrends.com notes the arrival of the China VIX in Global Volatility Analysis. (I see BigTrends now also has a blog and an article archive that are also worth checking out to see what Price Headley, Moby Waller, Bob Lang and some of Andrew’s other compatriots have to say.)
• Wayne at Sigma Options has an excellent discussion of historical volatility and some of the different approaches to measuring it in Volatility? What Volatilty?
• Adam at Daily Options Report touches on the Friday effect and notes an interesting VXX divergence in VXX Bikini Friday? (Based on some recent correspondence, it looks as I should be ramping up my posts about VXX.)
• Mark at Options for Rookies has some forthright common sense thinking about expectations for options income streams in Using Options to Create a Steady Income Stream.
• At Don Fishback’s Market Update, Don poses – and answers – the question of Why Do People Think That Leveraged Funds and ETFs Should Closely Track the Index Times the Multiplier Over the Long Term?

Finally, thanks to all who commented and wrote about the Bloomberg TV piece. I appreciate all the kind words and support.