Get a FREE 90 day trial of John Lothian Newsletter Observations & InsightThe Spread - Phil's Shadow - 2/1JohnLothianNews.comWhat a January for the U.S. - the government shutdown, the polar vortex, and the Consolidated Audit Trail?! What's...
SVXY
The Spread – Phil’s Shadow – 2/1
What a January for the U.S. - the government shutdown, the polar vortex, and the Consolidated Audit Trail?! What's next? The following are the stories referenced in this week's episode: -AccuWeather -> Polar vortex's bitter cold could cost...
Why has Equity Index-Treasury Options Volatility Diverged?; SVXY Class Action Against ProShares
Get a FREE 90 day trial of John Lothian Newsletter Observations & InsightSR-CBOE-2019-004 - Proposal to amend its Fees Schedule relating to the Options Regulatory Fee.Cboe FilingThe Exchange proposes to increase the Options Regulatory Fee...
Houndstooth’s long-vol ETF bet; GEM liquidates its books; Earnings worries
Observations & Insight Big World Cup Correction and other Miscellany SD - JLN Boy oh boy did I misread the Germany v. Korea recap. It was NOT at all novel that the previous World Cup winner was knocked out in the group stage. In...
Cboe Letter on Improving VIX Settlement Process; Matrix Executions’ High Touch Trading Desk for Options
Lead Stories Letter from Cboe CEO Ed Tilly and President Chris Concannon regarding VIX activity Cboe Over the past 25 years, the Cboe Volatility Index (VIX) has become the leading, global indicator of market volatility for the marketplace. It could only achieve this...
LJM Fund Closes Due to Vol Bet; Markets’ Derivatives Knowledge; ‘The Tail Grabbed the Dog’
Observations & Insight The Spread - Week of 2/5 - 2/9 JohnLothianNews.com This is a bit of an early edition of our weekly options news recap as snow has blanketed Chicago and will continue to fall for the next few days. As another result of being Chicago-based,...
Don’t hate the game, hate the players; Volatility investors – once bitten but not shy; Vol funds worked – that’s the problem
Observations & Insight The VIX Can't Cause Vol - Cboe's View on Volatility ETPs Spencer Doar - JLN As volatility began to surge in February, and then exploded on the fifth of the month, exchange traded products (ETPs) that shorted or provided inverse exposure to...
The VIX Can’t Cause Vol – Cboe’s View on Volatility ETPs
As volatility began to surge in February, and then exploded on the fifth of the month, exchange traded products (ETPs) that shorted or provided inverse exposure to VIX futures came under fire. The two most popular, Credit Suisse’s...
Short volatility Waterloo; Hedging activity pop; VIX ETPs in all their glory
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....
John Lothian Newsletter
Today’s Newsletter
How Many Americans Will Ayn Rand Kill? Liberty doesn’t mean freedom to infect other people; EU explores tougher curbs on City hedge fund managers
First Read $9,041/$300,000 (3%) How we think and what we think about Peak6 is about to change By John J. Lothian Peak6 was founded as a proprietary trading firm in Chicago by Matthew N. Hulsizer and Jennifer Just. We might think of Peak6 as the firm with the...
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JLN Options Newsletter
Today’s Newsletter
If Trump’s Election Prospects Were an Option, It Would Be Out-of-the-Money; Bitcoin’s market run-up sends options to all-time high for open interest
If Trump’s Election Prospects Were an Option, It Would Be Out-of-the-Money; Bitcoin’s market run-up sends options to all-time high for open interest
Everything you need to know about Options Today