fbpx Advisories | Option Strategist


Near Historic Level of $VIX futures premium (Preview)

By Lawrence G. McMillan

At the current time, realized volatility is dropping, $VIX is dropping more slowly, and $VIX futures are remaining at fairly lofty levels because of the uncertainty surrounding the upcoming Presidential Election. So, we decided to take a look back and see if there had been any other times when there was such a large discrepancy between the near-term $VIX futures and historical volatility. It turns out there was only one other time when the premium differential was larger – in late January, 2009. However, it doesn’t seem that there is any market-predicting parallel here.

The Option Strategist Newsletter

The Option Strategist Newsletter

Analysis, Commentary, Education, and Specific Trading Recommendations on a weekly basis

In its 29th year of publication, The Option Strategist newsletter remains one of the industry's most respected stock options newsletters. Written by renowned analyst and best selling author Larry McMillanThe Option Strategist continues to be an essential investing tool for novices and experts alike. Inside every edition of this weekly newsletter, you'll find market commentary, opinion and recommendations on option trading and the stock market. From index, to stock and futures options, including general and specific recommendations, The Option Strategist covers it all. The newsletter is delivered either by email or US Mail. Subscriptions also include access to the weekly research article, periodically posted during the week.

The Daily Strategist Newsletter

The Daily Strategist Newsletter

A twice daily newsletter for the active option trader

The Daily Strategist is McMillan Analysis Corp.'s premium newsletter service geared towards active traders. Delivered via email twice per day (once around the market open, and a second around the close), The Daily Strategist provides timely insight on the stock and derivative markets along with trading recommendations complete with up-to-the-minute position analysis and updates. Subscription to this premium service also includes the weekly Option Strategist Newsletter.

The Strategy Zone

The Strategy Zone

Put-Call Ratio Charts, Volatility data, Option Analysis and Much More

The Strategy Zone is the subscription section of our website designed for "do it yourself" option traders. Updated on a daily basis, The Strategy Zone contains valuable data on stock, index, and futures options including trading candidates for covered writes, naked put sales, straddle buys, and calendar spreads. A wide array of volatility data is included along with a daily mid-day market commentary, over 200 put-call ratio charts, volatility charts, and back issues of McMillan newsletters.

The Daily Volume Alert Newsletter

McMillan's Daily Volume Alerts

Daily option picks based on unusual option activity

Professional traders are well aware of the fact that an increase in a stock's option volume is often the precursor of a move by the underlying stock itself provided you can "screen out" extraneous option activity. McMillan's Daily Volume Alerts scans for these opportunities on a daily basis and delivers trading recommendations along with valuable market insights to your inbox each morning in a concise newsletter format.

Option Strategist
Blog Search

Recent Blog Posts

Trading or investing whether on margin or otherwise carries a high level of risk, and may not be suitable for all persons. Leverage can work against you as well as for you. Before deciding to trade or invest you should carefully consider your investment objectives, level of experience, and ability to tolerate risk. The possibility exists that you could sustain a loss of some or all of your initial investment or even more than your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and investing, and seek advice from an independent financial advisor if you have any doubts. Past performance is not necessarily indicative of future results.
Visit the Disclosure & Policies page for full website disclosures.