Information Processing

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Historical vol

with one comment

Worried now? Graph from maoxian. Check these out.

Too bad I don’t have my vol trade on any more… I bought some vol back in 2004 or so (long-dated VIX options), which looks to have been near the bottom šŸ™‚

Written by infoproc

October 1, 2008 at 10:50 pm

One Response

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  1. Okay, I’ll be the straight man. Currently VIX is ~40; the 52-week high was ~48.5 and the low was ~16. What about shorting vol?


    October 2, 2008 at 1:33 pm

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