Guest Columnist at The Striking Price for Barron’s: How to Trade Options Around Volatile Events

Once again I am happy to be able to pinch hit for Steve Sears and his The Striking Price column at Barron’s. In How to Trade Options Around Volatile Events, I expand on some of the thinking that I first laid out in 2008 in A Conceptual Framework for Volatility Events. Specifically, I discuss some of the trading opportunities associated with event volatility and tie that in to FOMC meetings, the European sovereign debt crisis and similar sources of volatility.

For the record, I generally try to accomplish three things when I write a column for Barron’s:

1. tackle a subject (or two) that is timely and relates directly to current events
2. focus more on concepts and ideas than a specific trading opportunity
3. weave in some of my original research and analysis

Given all the is going on in the world and all the deadlines and key events that loom in the next six months, the subject of how to trade options around volatile events deserves much more discussion – and I will do what I can to fill that gap in the weeks and months ahead.

Related posts:

• A Conceptual Framework for Volatility Events
• VIX Trends Around FOMC Announcement Days
• VIX Price Movement Around FOMC Meetings
• Availability Bias and Disaster Imprinting
• VIX Data to Support Availability Bias and Disaster Imprinting Hypothesis
• Thinking About Volatility (First in a Series)
• The VXV and Extreme Structural Volatility Risk
• Forces Acting on the VIX
• Fukushima Daiichi and ‘Event Theta’
• Cheating with Partial Hedges

A full list of my Barron’s contributions:

• How to Trade Options Around Volatile Events (July 20, 2012)
• Be Greedy While Others Are Fearful (May 3, 2012)
• Ways to Turn Volatility into an Asset Class (January 12, 2011)
• There’s Opportunity in Uncertainty (November 18, 2010)
• Will Market Volatility Return to Crisis Levels? (September 15, 2010)
• The Perils of Predicting Volatility (May 20, 2010)
• Take a Longer View on Volatility (July 2, 2009)

Disclosure(s): none