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What will trigger the VIX to heat up again?
Posted on 6/10/14 at 2:55 pm
Posted on 6/10/14 at 2:55 pm
This has been an incredibly low volatility period, such as we haven't seen in recent memory - maybe 2006. And quite some time before that. So, is it a New normal or quiet before the storm?
1
Posted on 6/10/14 at 5:34 pm to ynlvr
Implied volatilities of a wide range of S&P 500 index options. Both puts and calls.
I buy mostly as insurance, but if you're looking for a short term trade, you need to consider your approach. In other words, you buy July delta, and price what delta is is before you pull the trigger. If you're looking long term, good luck.
It's a complicated game that banks are very good at. Google search arbitrage between SPX and SPY, and there is one article where a trader for a bank talks about how they operate, and at what levels, including hidden.
I buy mostly as insurance, but if you're looking for a short term trade, you need to consider your approach. In other words, you buy July delta, and price what delta is is before you pull the trigger. If you're looking long term, good luck.
It's a complicated game that banks are very good at. Google search arbitrage between SPX and SPY, and there is one article where a trader for a bank talks about how they operate, and at what levels, including hidden.
This post was edited on 6/10/14 at 5:36 pm
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