Highest Volatility

Discussion in 'Options' started by riskfreetrading, Aug 4, 2008.

  1. What is the highest vol. value you have ever traded or came across in the market or in your reading of books/etc?
     
  2. Raver

    Raver

    1,000,000%


    [​IMG]
     
  3. I read that Oct 87 reached 150% annualised volatility on S&P index options. And to think that nowadays people see VIX 35 as a sign of panic.