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Strategies & Market Trends : The coming US dollar crisis -- Ignore unavailable to you. Want to Upgrade?

To: Real Man who wrote (21968)8/12/2009 4:37:53 AM
From: RockyBalboa  Read Replies (1) | Respond to of 71456
 
Yes it could be a max payne issue at the August date - and markets erred again as the front month IV were below the second month values. But it did not err in that the short term historic vol dropped too low while IVs generally stayed up.



To: Real Man who wrote (21968)8/12/2009 1:03:09 PM
From: ggersh  Read Replies (1) | Respond to of 71456
 
ooooppppssss max pain (profit) could be 1050 in the SP


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