trading VEGA

Discussion in 'Options' started by jenek-cowboy, Oct 16, 2007.

  1. cvds16

    cvds16

    For example Black & Scholes
     
    #31     Oct 18, 2007
  2. cvds16

    cvds16

    you need some computerised version to do the iterations to calculate implied vol
     
    #32     Oct 18, 2007
  3. The IV is delivered in our trade programm on-line named QUIK.But we have no history of IV. And we can't do no conclusion.Our groop collect history themselvs for a week.
    From Russia with Love. :)
     
    #33     Oct 18, 2007
  4. MTE

    MTE

    To get historical implied volatility you have 3 alternatives:
    1. Collect/create it yourself using historical prices.
    2. Find someone who has the data and is willing to give/sell it you.
    3. Get yourself a Bloomberg terminal, which has the data.

    Example Gazprom Dec07 futures:
    [​IMG]
     
    #34     Oct 18, 2007
  5. IluvVol

    IluvVol

    Can you please use a fuxxing spell checker? It shows a lot of disrespect to others to burden them with spell errors in every second word. I mean, come on, you ask us to guess what you may be saying or what??? And by the way, what is really your point of this whole thread? Nobody needs any index to trade volatility. Its like you need the tick index to trade stocks...;-)
     
    #35     Oct 18, 2007
  6. Ok. I respect all residing blow off. And my errors in every second word- this simply bad knowledge of the language. And i undertake to solve this problem at the most short period.

    How you may trade the option strategy that extracted profit from change of IV without indicator of IV?
     
    #36     Oct 18, 2007
  7. IluvVol

    IluvVol

    Again, and I think I repeat what others have said to you: You dont make profits by reading some levels off an index. Why dont you then trade US stocks if you can easily profit by looking at the level of DJ or SPX?

    You can compare IVs with historical vols of the same instrument or you can look at the IVs of different strike options to back out the smile and trade your view based on that. I am not sure why you insist on some kind of index. By the way, VIX is everything else than a good indicator of broad market volatility, I have discussed this and given evidence of that in another thread.
     
    #37     Oct 18, 2007
  8. OOO.....And this i wanted to hear!Give me please the name of this thread
     
    #38     Oct 18, 2007
  9. IluvVol

    IluvVol

    check it out on the options forum.
     
    #39     Oct 18, 2007
  10. cvds16

    cvds16

    And I repeat you don't need VIX to trade volatility of equity options ... nor to trade volatility of index options
     
    #40     Oct 18, 2007