It looks like SPX is trying to break out.
If they do and the rally continues with no pull backs, then I have only one question:
Where will VIX and VXO will be. Because right now they are at or close to all time lows (VXO is already close to 9).
VIX at 8? That would be cool.
Denleo
VIX and VXO
Started by
denleo
, Jan 24 2007 01:53 PM
2 replies to this topic
#2
eminimee
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- TT Member
- 14,307 posts
I don't care who's fur is flying...
Posted 24 January 2007 - 01:58 PM
the oex:vxo looks to have a breakout look but it's a weekly chart....spx:vix has a three drive look to it.
http://stockcharts.com/c-sc/sc?s=$OEX&p=W&yr=10&mn=0&dy=0&i=p91399792507&a=83876953&r=9829.png
http://stockcharts.com/c-sc/sc?s=$OEX&p=W&yr=10&mn=0&dy=0&i=p91399792507&a=83876953&r=9829.png
#3
constanza
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- Traders-Talk User
- 14 posts
Member
Posted 24 January 2007 - 03:13 PM
Believe it or not, VIX at 10 is still too much for this market..
Historical volatility is way lower than the the volatility implied by options (VIX, VXO..etc)
Option ownership has not been working for quite a long time..
Here's the graph for IWM..
http://photos1.blogg...3572/iwmvol.gif
I am sure you're experienced enough to know that you can't always assume "higher market=lower VIX".
Historical volatility is way lower than the the volatility implied by options (VIX, VXO..etc)
Option ownership has not been working for quite a long time..
Here's the graph for IWM..
http://photos1.blogg...3572/iwmvol.gif
I am sure you're experienced enough to know that you can't always assume "higher market=lower VIX".
