Condor Options

About Condor Options


Condor Options is a research and trading firm specializing in market neutral options strategies. In addition to the free periodic reports published on their website, Condor Options provides a members-only trading newsletter focused on iron condor options spreads.

Author's web site: http://www.condoroptions.com

Posts by Condor Options

What’s Working Now?

The easy approaches to the market that worked so well in 2012 and 2013 have performed poorly so far this year

U.S. Market Risk Dashboard Update – No Warning Signs, Yet

Given the fierce market selloff in recent sessions, I thought it would be helpful to check on our favored set of risk indicators for the U.S. market.

VIX Option Activity & Market Returns (Update)

So what has recent market activity meant for future returns?

Options Markets Aren’t Convinced about the “Seismic” Scale of Russian Intervention

On Sunday, Eurasia Group President Ian Bremmer wrote about the scale of recent events in Ukraine

Reading in Lieu of Bearishness

You know that one slogan about how bearish investors always sound “smarter,” even if they’re wrong most of the time?

Doing What It Says on the Tin: the Value of Volatility ETPs

The iPath S&P 500 VIX Short-Term Futures ETN (VXX) launched in 2009, but after five years and many billions in transactions, it’s still a widely misunderstood product in some quarters

VIX Option Activity & Market Returns (Update)

The intuition around ratios of option trading volume is that large deviations from normal trading volume may indicate a significant change in investor sentiment,

Are Short Volatility ETPs Worse Than SPY?

“‘Volatility Tourists’ Get Crushed,” exulted a column in Barron’s on Friday, referring to losses incurred that day by short volatility ETPs like XIV and SVXY.

Neutral Is the New Bearish

I’ve updated the chart we showed last month (“The Rally No One Saw Coming“) with the trading range for the S&P 500 for 2014.

VIX Portfolio Hedging (VXH) Strategy 2013 Performance Review

In 2013, being maximally long stocks was the only game in town, and investors who sought the safety of hedging strategies lagged unhedged indexes.

Dispersion and Stock-pickers’ Markets

Here’s an interesting new paper from S&P Dow Jones Indices about dispersion and why it is a more valuable estimate than correlation.

Nothing Gold Can Stay

Gold is down 22% from its early October high and people are scrambling. None of the fundamental reasons supposedly favoring a continued rally in metals have proven true.

Research & the Real World: A Naked Straddle Story

Research is essential. Without it, it’s difficult to tell whether you aren’t just trading noise.

Silver Setting Up for a Volatility Breakout

Silver prices have been really impressive in recent weeks:

Extreme Correlation Between Equity Returns and Implied Volatility

Everyone knows that implied volatility and stock returns tend to be negatively correlated. The results from a recent study we did showed, though, that when implied volatility and stock returns become too negatively correlated, volatility sellers should consider moving to cash.

The VIX Short Squeeze that Wasn’t

Since early 2012, hedge funds and other traders have been short S&P 500 volatility via VIX futures in sizes not seen before.

What Should You Look at After a VIX Spike?

Monday's 1.9% decline in equities sparked the largest jump in the VIX since... There's certainly some value in knowing the end of that sentence, but unless you're avoiding all financial media, you've probably already read a few variations of that story.

The Options News RundownAudio

Your source for the most important news and information from the world of options.

The Options Insider Radio NetworkAudio

All of our radio programs in one convenient place.

Options Insider RadioAudio

The original options podcast. Features interviews with leading options figures.

The Option BlockAudio

This high-octane program features education, analysis, strategies and unusual activity.

Volatility ViewsAudio

The premier radio program for volatility traders.

The Long And Short Of Futures OptionsAudio

Your source for futures options information.

The Advisor's OptionAudio

Arming advisors with the info necessary to manage risk.

Options Boot CampAudio

Get into peak options trading shape.

Options Insider Special EventsAudio

Compelling panel & special event recordings from the options world.

OIC's Wide World of OptionsAudio

A dynamic mix of current events, investor resources, & strategy insights.

Trading Tech TalkAudio

We break down all the amazing technology that takes your trades from the click of a mouse to the clearinghouse.

Options Playbook RadioAudio

Break down cutting-edge options strategies and learn how to incorporate them into your portfolio

Options OdditiesAudio

We track all the unusual options trading activity on Options Oddities.

This Week in Futures OptionsAudio

The program designed to help active futures options traders stay on top of this ever-changing marketplace. 

The Business ShowAudio

If you like business, if you like humor, if you like stock symbols, this is the podcast for you.
x

The Options Insider Radio Network

The Options News Rundown

Your source for the most important news and information from the world of options.

The Options News Rundown

The Options Insider Radio Network

All of our radio programs in one convenient place.

The Options Insider Radio Network

Options Insider Radio

The original options podcast. Features interviews with leading options figures.

Options Insider Radio

The Option Block

This high-octane program features education, analysis, strategies and unusual activity.

The Option Block

Volatility Views

The premier radio program for volatility traders.

Volatility Views

The Long And Short Of Futures Options

Your source for futures options information.

The Long And Short Of Futures Options

The Advisor's Option

Arming advisors with the info necessary to manage risk.

The Advisor's Option

Options Boot Camp

Get into peak options trading shape.

Options Boot Camp

Options Insider Special Events

Compelling panel & special event recordings from the options world.

Options Insider Special Events

OIC's Wide World of Options

A dynamic mix of current events, investor resources, & strategy insights.

OIC's Wide World of Options

Trading Tech Talk

We break down all the amazing technology that takes your trades from the click of a mouse to the clearinghouse.

Trading Tech Talk

Options Playbook Radio

Break down cutting-edge options strategies and learn how to incorporate them into your portfolio

Options Playbook Radio

Options Oddities

We track all the unusual options trading activity on Options Oddities.

Options Oddities

This Week in Futures Options

The program designed to help active futures options traders stay on top of this ever-changing marketplace. 

This Week in Futures Options

The Business Show

If you like business, if you like humor, if you like stock symbols, this is the podcast for you.

The Business Show