Expected VIX at different levels of SPX

Discussion in 'Options' started by oldmonk, Oct 28, 2018.

  1. It is always different...vol can go up and the spx can go up to...don't count on whatever you find
     
    #21     Oct 29, 2018
  2. oldmonk

    oldmonk

    Could argue that if vol doesn't behave as expected that's a warning sign. VIX rising prior to the Feb 5 crash was a tip off to traders who were paying attention. A model could help set a baseline for what's expected.
     
    #22     Oct 29, 2018