How deep into IV do you guys get when you trade? Are you using skew and term structure or just using 30 day IV or something along those lines?...
Would almost be my word for word explaination as well.
I have a couple of clients that are in the UK traind US options, Ill ask and get back next week, which is when I have an appointment with one of them.
Yes, keep track of the HV yourself. It is not that difficult. It just involves 10 minutes of work a day.
I just was doing some research on this, and the best I can figure out is that the ST DEV of a one week option is more than half that of a one...
Take a look at livevol as well, probably the best stuff I have used in the retail world
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