VIX (lately)

Discussion in 'Options' started by IV_Trader, Jan 16, 2008.

  1. Bizzaro Vix behavior = end of path dependency?
    Me so sad
  2. who needs puts when you can just go short?


  3. :D
  4. its an interesting effect.. no fear of a crash -- (since there is no exuberance we are coming off of) -- everyone (who trades options, that is) is already on the same side of the trade, outright short or not long, and not willing to pay the premium for protection.

    i haven't checked; is the vol skewed towards calls being more expensive yet?