Monday, August 13, 2007  Commercials Get Long the VIX in a Big
Way     Babak said...  that's an odd sort of site. How did you
come upon it?  Bill Luby said...  Hi Babak,  Blame Google, I
think. As I recall, was (is?) the only free public site I could
find that maintained a current VIX COT chart, so I've had it on
my list of VIX links going back to just about the time I started
this blog.  I'm not really a big believer in the COT
information, but I do keep an eye on it.    P.S. Thanks for
confirming the ISEE 51 error.  Robert said...   I bet you
already saw this, but...  at OD:   AUG 25c buyer 30,000 for 2.50
Posted by Big Doggy on Monday, August 13, 2007 at 09:54 AM |
Yeah, that is a 7.5Mil bet that the VIX will close above 27.5 by
Friday.  Every single time I have seen these type of bets lined
up, significant volatility has seemed to follow.  Combined with
the COT data, I believe that CAT 5 you were referring to may
indeed happen.  Bill Luby said...   Am I the only one who is
thinking that a fund about to