How much lower will VIX go?

Discussion in 'Options' started by turkeyneck, Dec 20, 2010.

  1. Is it still early to long VIX call?
  2. rosy2


    look at the curve. going long a call would require VIX to go up a lot. but buying a back month put looks good and cheap
  3. VIX has been below 9 before.
  4. not on my watch!
    12/20/1993 9.31 the lowest i could find in yahoo data
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  6. All my short puts (Jan) are in the upper double digits gain for my side of the house.

    now even my ITM puts are OTM as of today as well. I would like to see the VIX go back up to the 20's again next month. :)
  7. december is no volatility month..everybody is gone for christmas holidays

    nobody buys or sells...all the major players have closed their books.

    it's really no momentum in the market. and it's tuesday..


  8. Yup, I think I am gonna quit early and go watch TRON in 3D maybe I will get lucky and get filled on that 2012 GLD put when I come back.
  9. I don't remember which year it was, but within the last 4-5, they changed the way they figured the VIX. I don't know how that effects the older numbers when comparing them to current numbers.
  10. If you're looking at symbol VIX, that number was calculated all the way back to 1990 and you can get historical data for it from Yahoo or from the CBOE site. It started to be used by the CBOE in 2004.
    VXO is the symbol for the old style, and that one continues to be calculated.
    #10     Dec 21, 2010