All Clowns Must Be Destroyed Message Board

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Pastimes : All Clowns Must Be Destroyed

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To: Activatecard who wrote (23409)	4/5/2000 9:44:00 PM
From: pater tenebrarum	Read Replies (1) of 42523

certainly: the VIX measures the implied volatility premiums of 8 different OEX options: the front month at the money call and put, the just out of the money call and put, and the same again for the equivalent options expiring in the month following the front month. often the VIX is used as a gauge of fear, or the absence thereof, as put premiums specifically tend to expand during sell-offs (the call premiums expand as well, as market makers get fearful of snap-back rallies). recently we had the rare opportunity to see the VIX expand in a wave of panic buying (and i'm not talking about the NAZ comeback on Tuesday, but the period preceding the downdraft).

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