Discussion in 'Trading' started by kashirin, Nov 19, 2007.
I'd expect it to be up 10-20%
i was also confused when i saw vix up only $1.. and dow down 150 pts...
I am wondering the same thing, bounce later today?
Floor is pricing in Monday's post-holiday vol.
Thx vix is still below the august 16th highs. That was quite a wild day.
I've no idea, but it makes me pretty darn nervous.
I have the same question.
For example, RUT Dec 640 Put was priced at around 4.00 last Friday, and now priced at 3.25. I thought the weekend decay was already price in last Friday afternoon.
Is VIX or IV in general higher at expiration week? Thanks for the info.
IMO the VIX is mostly traded by professionals, not amateur traders.
Maybe the pros are already celebrating the thanksgiving holiday...
The vix is logarithmic. As the vix rises , each increment higher becomes exponentially harder to attain.
Panic-prone institutional investors have stopped trading for the year. They don't want to jeopardize their bonuses at this time of the year.
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