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Started By
Message
re: SLV
Posted on 11/25/13 at 12:35 pm to Lsut81
Posted on 11/25/13 at 12:35 pm to Lsut81
Silver various stat data (prev. 180 trading days--using front month rolling futures; using Friday's close)
Correlations
S&P 500: -61%
WTI Crude: -33%
Euro: -35%
Gold: +96%
Copper: +86%
30-YR Treas: +60%
10-YR Treas: +59%
Implied Vols (futures options)
Mar '14 Silver Implied Vol : 27.17%
Mar '14 S&P 500 Implied Vol: 12.97%
Mar '14 30-YR Implied Vol: 8.35%
Apr '14 Gold Implied Vol: 18.99%
June '14 S&p 500 Implied Vol: 14.37%
Correlations
S&P 500: -61%
WTI Crude: -33%
Euro: -35%
Gold: +96%
Copper: +86%
30-YR Treas: +60%
10-YR Treas: +59%
Implied Vols (futures options)
Mar '14 Silver Implied Vol : 27.17%
Mar '14 S&P 500 Implied Vol: 12.97%
Mar '14 30-YR Implied Vol: 8.35%
Apr '14 Gold Implied Vol: 18.99%
June '14 S&p 500 Implied Vol: 14.37%
1
Posted on 12/2/13 at 2:12 pm to William Stephenson
Don't look now Russian.
It's been a tough one for SLV today...
It's been a tough one for SLV today...
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