Also notice its higher than it was during the summer sell-off
Volatility of volatility is spiking !
Started by
kaiser soze
, Dec 24 2006 02:09 PM
7 replies to this topic
#1
kaiser soze
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Posted 24 December 2006 - 02:09 PM
Also notice its higher than it was during the summer sell-off
#2
jawndissedi
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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
Da nile is more than a river in Egypt.
#3
kaiser soze
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Posted 24 December 2006 - 02:31 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.
Edited by kaiser soze, 24 December 2006 - 02:33 PM.
#4
jawndissedi
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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!
Da nile is more than a river in Egypt.
#5
kaiser soze
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Posted 24 December 2006 - 02:45 PM
You too. Have a blast.
#6
eminimee
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I don't care who's fur is flying...
Posted 24 December 2006 - 03:10 PM
#7
jawndissedi
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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.
Da nile is more than a river in Egypt.
#8
spielchekr
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Posted 24 December 2006 - 05:40 PM
Although it's typically thought of as the "fear indicator", maybe it's more meaningful to see it as the "fighting the trend" indicator.
