Posting here has been deliberately light, as I’ve been devoting more time to research, trading, and other activities for the benefit of subscribers and clients. However, I’ve been appearing elsewhere:
- I was interviewed for the May issue of Technical Analysis of Stocks and Commodities on iron condors, volatility, and related topics.
- Ours was the top-ranked options blog in a recent review conducted by OptionsHouse.
- My associate Martin and I wrote the feature article for the June issue of Expiring Monthly: “Backtested Volatility Trading: Active Collars, Volatility Breakouts, and the Truth About Black Swans.” My regular column in the same issue discusses the Yang-Zhang volatility estimate, a fascinating alternative that addresses some limitations of the widely used close-close estimate.
- Expiring Monthly is running an interesting contest: the subscriber with the nearest guess where the VXX will be a month from now can win a nice data/tool package from iVolatility. Adam has the details.
- In this post at Optionszone, I offer a few tips worth keeping in mind in volatile environments like this one.
After a rough May expiration, the iron condors newsletter rebounded nicely in the June cycle, and a full Q2 review will be posted in the next several days. I’m also finishing an update on the volume in VIX futures and options over the last nine months.