News

Short volatility is not the story behind sell-off, says expert

What really happened was unrealized leverage, says Dennis Davitt, Harvest Volatility Management, providing insight to the correction. And CNBC's Rick Santelli weighs in.

  • 02/07/2018

If You’ve Got $5 Million to Invest, Here’s Your Volatility Play

Rick Selvala started Harvest Volatility Management to generate yield by trading S&P 500 options. His ‘iron condors’ can add returns and hedge risks.

  • 11/14/2017

An Interview With Harvest Volatility Management's Rick Selvala

FINalternatives' Garrett Baldwin sat down for a Q&A with Rick Selvala, CEO and co-founder of Harvest Volatility Management, LLC (Harvest) to discuss his firm’s strategies, current events and expectations for the markets moving forward.

  • 3/23/2017

Low VIX Got You Down? These Fear Gauges May Do the Trick

Everything’s fine and calm on Wall Street if you trust the market’s standard fear gauge. Just one problem: the world doesn’t feel so calm these days.

  • 3/16/2017

Volatility swoon opens up options market opportunities

Whether you believe the rally in U.S. stocks has run out of steam or expect shares to soar on to new highs, the recent slump in stock market volatility has opened up big opportunities for traders in the options market.

  • 2/2/2017

Quadruple witching day is not that scary for markets

Friday marked "quadruple witching day," the quarterly simultaneous expiration of U.S. options and futures contracts, but ominous as it sounds, traders may have little to fear on this day in terms of volatility.

  • 12/16/2016

Players Await Higher Vol Despite Complacent Market

Ken Kwalik, Managing Director/Portfolio Manager at Harvest Volatility Management in New York, told EQDerivatives the VIX futures curve was pricing in elevated volatility levels around October. Kwalik, along with Tim Knowles, runs the firm’s collateralized put and call writing strategies.

  • 8/11/2016

The Framing of the Skew

When people think about how expensive options are, they tend to focus on the level of the Volatility Index (VIX)2 or the volatility of the options market.

  • 3/31/2016