By Lawrence G. McMillanThe VX futures options are set to begin trading this coming Monday, October 14th. They will be options only on the $VIX monthly futures, even though there will be daily and...
By Lawrence G. McMillanAfter breaking out decisively to new all-time highs in mid- September, $SPX was having some trouble after that. It had been mired in a trading range between 5670 and 5770 for...
By Lawrence G. McMillanThe bull market was plodding along quite nicely, making new all- time highs almost every day through the end of September. But then some bellicose actions in the Middle East...
By Lawrence G. McMillanThe “election bump” is the term that I have given to the distortion in the term structure of the $VIX futures prices. Specifically the October $VIX futures continue to...
By Lawrence G. McMillanAfter breaking out to new highs at the end of the previous week, there was only one minor pullback this week, and it was a successful retest of the 5670 breakout level for $SPX...
By Lawrence G. McMillanThis title “Sell at September expiration” refers to the older days, when options only expired once per month – on the third Friday. Now, options expire every day, but the...