Trading the Brexit...huge IVs

Discussion in 'Options' started by tradelosses, Jun 17, 2016.

  1. damn...look at the 7-day chain for ES...selling 1850 puts still gives $50/contract ...that like 10% away . I've never seen it so high

    Also UVXY calls. IMHO selling the calls on UVXY is less risky than selling the ES puts because you have the 2nd month is part of UVXY

    Interesting to note: during the 2010 flash crash, VXX 'only' got as high as 33% that day. Assuming a repeat of that on brexit, with UVXY at $13 gives a worse case of $23.5. Those weekly calls yielding $40 per contract now
     
  2. I thank God when possible for health happinness and volatility :D
     
    gkishot likes this.
  3. newwurldmn

    newwurldmn

    Then You haven't been trading for that long.
     
    Last edited: Jun 17, 2016
    ktm, sellindexvol66, i960 and 2 others like this.
  4. 1245

    1245

    Might be that price next week too......
     
  5. I hope not

    Options are vastly more complicated than stocks. It's possible to trade them for years and still learn and see new things
     
  6. 1245

    1245

    I've been trading options for 30 years and stopped seeing new things long ago.
     
    Gimpyron likes this.
  7. well then I guess I need more time :)
     
  8. Very long time experience already 30 years experience in trading option,
    I am still new in forex business and might on brexit later will making gbp and euro will high volatility
     
  9. 1245

    1245

    I agree, but this is nothing new. Vol goes up before an "event", then down after. Will the elevated premiums be too high or not enough? Maybe they best trade is no trade. I like to do what I think will make money, just play smaller.

    Either way, my point is that this happens all the time. The most dangerous events are the ones you can't plan for. This one you can.
     
  10. TradeCat

    TradeCat

    Some traders are on vacation next week. Volatility is a double edged sword. The Fed and Brexit both happen on Wednesday. One bad trade and you may lose a lot. Another reason why investors who've been trading leveraged instruments for many years do well when volatility is low and markets aren't on a roller coaster ride.
     
    #10     Jun 18, 2016