SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Mish's Global Economic Trend Analysis -- Ignore unavailable to you. Want to Upgrade?


To: Sunny Jim who wrote (102150)9/17/2009 7:12:54 PM
From: SouthFloridaGuy1 Recommendation  Read Replies (1) | Respond to of 116555
 
Realized volatility is simply the observed volatility of the stock market.

In August, I think realized vol was something like 15% which is far below the shortest term measures of implied volatility (VIX currently at 24).

Right now the spread between the two is really large...what the market is actually observing is far less than what traders' are betting on.