MDA - Market Direction Analysis Message Board

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Strategies & Market Trends : MDA - Market Direction Analysis

SPY 685.66

+0.2%

Dec 5 4:00 PM EST

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To: Haim R. Branisteanu who wrote (43823)	3/22/2000 5:00:00 PM
From: OX	Read Replies (2) of 99985

I try to pay attention to option volatility (vol). my sense is that short-term vol rose going into PPI/CPI and has diminished since. medium-term, vol has been diminishing since 'peaking' during Feb. maybe I'm misunderstanding your Q tho.. I would say VIX is an excellent way to track overall mkt vol. tracking individual implied vol and trying to apply in general is virtually impossible, unless one has a bank of computers. VIX does this very well taking into acct varying near-the-money strikes and varying front-months (from what I understand) --- one of these days I'm going to find the specifics of the VIX calc and apply it to other indices. anyone that knows where I can find this, pls do tell. (tx)

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