Most volatile instrument + good liquidity?

Discussion in 'Trading' started by short&naked, Sep 7, 2009.

  1. The only one what I can think of would be TNA (3x small cap ETF).
    Couple that one with long options and you have a perfect storm!
    Any others?
  2. why dont you use yahoo's free scanner make a simple scan like

    beta > 3
    avg vol > 10 mill

    and filter some out
  3. ? the value of intraday volatility to day trading margin, while considering liquidity......the eMini S&P! :cool:
  4. pma


    :D soybeans:D
  5. You are right. I should have specified non-margin volatility.
    ie. the kind that is baked right into the asset. :D

    At this point it would probably be TNA call options. It has small-cap volatility, yet has a much more liquid option chain than most small-caps.