Volatility of volatility is spiking !
#1
Posted 24 December 2006 - 02:09 PM
Also notice its higher than it was during the summer sell-off
#2
Posted 24 December 2006 - 02:17 PM
That's a very interesting chart. Did you create it, or is there source one can access independently?
Also notice its higher than it was during the summer sell-off
TIA
#3
Posted 24 December 2006 - 02:31 PM
Edited by kaiser soze, 24 December 2006 - 02:33 PM.
#4
Posted 24 December 2006 - 02:41 PM
ivolatility.com is where I got this particular chart.
But I also create several of my own about skews (http://blitztrader.b...kews-in_07.html) from CBOE data.
Thanks and Merry Christmas!
#5
Posted 24 December 2006 - 02:45 PM
#6
Posted 24 December 2006 - 03:10 PM
#7
Posted 24 December 2006 - 03:53 PM
http://stockcharts.com/c-sc/sc?s=$VIX&p=W&st=1989-01-01&i=p70126573358&a=79008856&r=2259.png
Makes me think of that William Blake poem about "fearful symmetry." Merry Christmas, Teaparty.
#8
Posted 24 December 2006 - 05:40 PM