Today' VIX % change

Discussion in 'Options' started by IV_Trader, May 30, 2006.

  1. IB scanner shows a 30% spike in vols for VIX , SPX and DOW , while vols change for ANY of the indices components isn't above 15%. What is wrong with this picture ?
  2. Huge 20d otm put buys skewing the mean.
  3. that what I thought , thanks for confirming , Risk.
    Very attractive conditions for long dispersion
  4. Yes, it's getting there! Waiting patiently :)

    Wonder if you've seen this IV:

    It talks about dispersion trading from a correlation point of view under certain circumstances.

  5. digesting weekend decay played another factor to the perceived larger spike.
  6. Agree, but normally after a 3 day weekend the time travel IV manipulation would have been played out by the end of the resuming day to bring us back to the present. :D

  7. cnms2


    It's the fear and the greed, not the decay "slow digestion".
  8. wow.. though my quote was wrong...

    VIX up 30% in one
  9. seems like been free money call selling/put buying as p/c ratio been high for 3 weeks now.....
    #10     May 30, 2006