Bill Luby

[new post] The VIX Summit: @CBOE RMC (March 8-10 in Dana Point, CA) http://vixandmore.blogspot.com/2017/02/the-vix-summit-cboe-rmc-march-8-10-in.html … #CBOERMC

@jasonchaas ...and for those who have not tried it, En Gobelet may be the most exciting undiscovered wine in the world

@jasonchaas Great work, Jason. Your blogging (10+ years!) & photos have greatly added to my enjoyment of some of the very best wines in CA

[new post] Clustering of Volatility Spikes http://vixandmore.blogspot.com/2017/02/clustering-of-volatility-spikes.html … $VIX $SPX

#FOLLOWFRIDAY for great insights @SJosephBurns @VIXandMore @OptiontradinIQ @seeitmarket @RiskReversal @ProjectOption @Tradeciety

First #FF! @OptiontradinIQ @SteadyOptions_ @SJosephBurns @OptionAlpha @VixCentral @VIXandMore @VIX_Strategies

$VIX futures up sharply while $VIX index is almost inchanged $VX_F

@shenxie Not at all. The $VIX ETPs are more like leaky balloons in a strong breeze

When the $VIX is near all-time lows, it moves like a drunkard's walk with a wall on one side

@mz1883 $VVIX and $SKEW are very diff animals. VVIX responds mostly to demand for $VIX options; SKEW gets distorted in a low VIX envt

First time in 10 years that what feels like a significant $VIX spike still leaves us in the 11s

Don't forget to register for the @CBOE RMC conf (Mar 8-10 in Dana Point, CA) -- the #1 conf for $VIX aficionados https://www.cboermcus.com/ 

The Calendar Effect and Time Decay http://vixandmore.blogspot.com/2009/10/calendar-effect-and-time-decay.html … $VIX

Implications of a Positively Correlated $SPX and $VIX http://vixandmore.blogspot.com/2012/02/implications-of-positively-correlated.html …