Any way to anticipate implied volatility moving in opposite directions for near term / far term?

Discussion in 'Options' started by bookish, Jun 4, 2017.

  1. tommcginnis

    tommcginnis

    Here ya go:
     
    #11     Jun 7, 2017
  2. thaitye

    thaitye

    you know the question OP is asking is akin to asking, if there is any way to find out the anticipate the anticipated(implied) volatility. In other words, is there any way to tell the future? My answer is, yes
     
    #12     Jun 9, 2017
  3. sle

    sle

    If the OP is trading calendars that are root time vega neutral, he mainly should care about how the forward volatility responds to the realization of the front. There are fairly straightforward approaches to that based on historical analysis.
     
    #13     Jun 12, 2017
    tommcginnis likes this.