gamma

OCC allows risk offsets for SPIKES, VIX; Investors take note of “gamma trap”

by Spencer Doar | Jul 9, 2019

Get a FREE 90 day trial of John Lothian Newsletter Lead StoriesOCC allows risk offsets for SPIKES, VIXJames Thursfield - Global Investor Group (SUBSCRIPTION)Sources say the OCC now allows portfolio risk offsets for the SPIKES and VIX...

The Spread – Hip Hop Greeks

by Spencer Doar | May 20, 2019

A snarky recap of the week’s notable (and just random) options-related news, hosted by JLN Editor Spencer Doar.

OCC sets annual volume record; Vega underperforms; What’s next for oil?

by Spencer Doar | Nov 21, 2018

Get a FREE 90 day trial of John Lothian Newsletter Observations & Insight Happy Thanksgiving and DON'T EAT THE ROMAINE! Spencer Doar - JLN Hope you've enjoyed JLN Options this week - we're off for the Thanksgiving holiday but...

CME’s Options Electronification Boom and Global Participation

by Spencer Doar | Jun 11, 2018

CME Group’s deal to acquire NEX and become a Treasury behemoth grabbed recent headlines, overshadowing the fact that the exchange group’s options franchise has been growing like gangbusters on the screen and globally. Recent records - there...

Short volatility Waterloo; Hedging activity pop; VIX ETPs in all their glory

by Spencer Doar | Feb 6, 2018

Observations & Insight Vol-cano Erupts - How's Seth Golden Doing? Spencer Doar - JLN Last year there were a few stories that came across the desk regarding the juniorization of firms and how removing experienced senior personnel could present risks of its own....

There’s a Big Technical Reason for Low Volatility in Stocks; Blame Twitter for the Death of Volatility?; Brokers Saddled with 75% of CAT Costs

by Spencer Doar | May 17, 2017

Observations & Insight CBOE Lifer Ed Provost Reflects on Nearly 42 Years at the Exchange JohnLothianNews.com Ed Provost retired as CBOE president and COO after the completion of the Bats deal. It marked an end to a 40-plus year career at the exchange. One of 13...