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Strategies & Market Trends : P&S and STO Death Blow's -- Ignore unavailable to you. Want to Upgrade?

To: Justa Werkenstiff who wrote (26043)1/24/2003 2:17:44 PM
From: Softechie  Read Replies (1) | Respond to of 30712
 
VIX going 50 and cover shorts and go long...



To: Justa Werkenstiff who wrote (26043)1/24/2003 2:50:20 PM
From: Steve Lee  Read Replies (3) | Respond to of 30712
 
VXN may appear low compared to VIX but it isn't necessarily so.

Implied volatility must be compared to historical volatility to really see how complacent options writers are.

Les makes a post at the end of each week giving the volatility premiums shown by VIX & VXN compared to the underlying historical volatility. Last week showed that despite a low VXN, the premium was high. In effect, VXN is higher than it appears to be at first glance.


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