As we can see by our usual graph, the market has cooperated quite well given we are short a call spread. While the market moved higher and even made a new all-time high this week, with the time to expiration waning, the value of the spread dropped in value
Jay Pestrichelli joins Market Moment Podcast to discuss options including Puts, Calls, and Everything in Between. Jay answers questions and explains various uses and risks.
Today ZEGA’s trading team was able to locate a short call spread above the market residing at the 3500 by 3550 strike. One of the themes we have been talking about of late is this well-established higher volatility environment.
Frequent co-host Jay Pestrichelli joins the program to discuss all things VIX Index, what it measures, how stocks and markets each have their own volatility...
Jay spoke with Oliver Renick at the TD Ameritrade Network. You can see Jay’s interview
In addition to the announced main street lending program, the lowering of the fed funds rate back to zero, buying of commercial paper, and now many other things, the Federal Reserve also announced they would begin buying corporate bonds...