I have seen more excellent posts and articles on the VIX and volatility in various corners of the internet this week than I can recall seeing in any previous week. There were so many nuggets that I probably overlooked several of them, but off the top of my head, here are a few volatility links that I feel are among the best of the bunch:
- Extreme Fear in S&P 500 Options Skew (SurlyTrader)
- So You Think You Know How to Trade the VIX? (Adam Warner, OptionsZone.com)
- On the Recent Volatility Predictions Using Interest Rates (Don Fishback)
- VIX Skew - What It Indicates and How Accurate It Is (Ophir Gottlieb, LiveVol.com)
- Probably Get Ready for Another Upturn (Francisco Lorca-Susino, Volatility Forecasting)
- Beware of the Pitfalls of Selling Volatility (Chris McKhann, OptionMONSTER)
- Entering the Volatility Fray (Tyler Craig, Tyler’s Trading)
- And They Trade VXZ Too (Adam Warner, Daily Options Report)
- What an Up Day (Mark Sebastian, Option911)
- VIX Mid-Term Futures (VXZ) – Butterfly Bets on Vol Drop (Ophir Gottlieb, LiveVol.com)
Readers, feel free to flag any others that I missed in the comments section.
Disclosure(s): short VIX at time of writing