By Lawrence G. McMillanThis article was originally published in The Option Strategist Newsletter Volume 4, No. 4 on February 23, 1995. If it seems that we preoccupied with volatility,...
By Lawrence G. McMillanThis article was originally published in The Option Strategist Newsletter Volume 17, No. 17 on September 12, 2008. We often get questions regarding the operation...
By Lawrence G. McMillanThis article was originally published in The Option Strategist Newsletter Volume 16, No. 13 on July 13, 2007. In this newsletter, over the years we have...
By Lawrence G. McMillanThe market took a nasty turn downward at the beginning of the week, violating support levels. But that created oversold conditions, and a strong overold rally has followed....
By Lawrence G. McMillanIn our market commentary for the past few weeks, we have occasionally mentioned the fact that realized volatility (the 20-day historical volatility, say) of $SPX was very low...
By Lawrence G. McMillanThis article was originally published in The Option Strategist Newsletter Volume 17, No. 20 on October 24, 2008. In recent weeks, one of the more profitable...
By Lawrence G. McMillanThis article was originally published in The Option Strategist Newsletter Volume 19, No. 17 on September 17, 2010. One of the main problems with commodity-based...
By Lawrence G. McMillanThis article was originally published in The Option Strategist Newsletter Volume 5, No. 9 on May 9, 1996. The concept of volatility, and especially implied...
By Lawrence G. McMillanEveryone was worried about the FOMC announcement this week, but it turned out to be benign. But, on Thursday President Trump tweeted that there would be more Chinese tariffs....
By Lawrence G. McMillanThis article was originally published in The Option Strategist Newsletter Volume 3, No. 10 on May 27, 1994. We have, in the past, often written about the fact...