Bill Luby Articles

VIX Drops Below 42; VIX Calls in Play

The range-bound action in equities over the last few weeks has brought us something...
by Bill Luby - Dec 19, 2008 - in The Markets

Performance Implications of VIX and SPX Divergences

I have frequently posted about the issue of SPX and VIX correlations, but some of...
by Bill Luby - Dec 18, 2008 - in The Markets

SPX Straddle Case Study Update

I mention very few possible trades on the blog and when I do so it is always for...
by Bill Luby - Dec 17, 2008 - in The Markets

VIX Trends Around FOMC Announcement Days

I have recently received several requests to update research I posted in the first...
by Bill Luby - Dec 16, 2008 - in The Markets

VIX Term Structure Changes Since November 20th

The VIX term structure is a series of calculations of implied volatility on SPX...
by Bill Luby - Dec 15, 2008 - in The Markets

Chart of the Week: U.S. Dollar Reverses Down

There were many strong candidates for the chart of the week, but this week’s honor...
by Bill Luby - Dec 13, 2008 - in The Markets

Are FAS Options Cheap with an Implied Volatility of 232?

Generally the thought of buying some options on the cheap is not consistent with an...
by Bill Luby - Dec 12, 2008 - in The Markets

Not a Whiff of Panic

For all the talk about the auto bailout fiasco, a little more than two hours into...
by Bill Luby - Dec 12, 2008 - in The Markets

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