Option Block 339: Potential Front Running Activity

Trading Block: Today we have a very special trading block segment from Uncle Mike Tosaw about Russell and RVX vol. Is VIX in a deep sleep?

Odd Block: Combos trade in the iShares MSCI Emerging Markets (EEM), call spreads trade in Travelers Companies (TRV), calls trade in Expeditors International of Washington (EXPD), and calls trade in Chemtura Corp (CHMT)

Xpress/Mail Block: We are mixing it up today with some questions from OX clients:

• Please explain put/call parity.  


• A very successful trader friend says ITM debit spreads are superior to credit spreads and I do not get it.


• Can the probability of a calendar be easily calculated?