BTW, despite the larger and larger volatility over the past few days, the IV went down today. There is not much serious sellers out there and the market knows, ...at least a short term low migth be in...
yes i was puzzled by this, my thought is that given complacency is underpricing vol as well as risk its a negative sign...or perhaps opton demand is not there, but that woud be extreme - how do you come to conclude that it is because there are not enough sellers? this isnt a challenge, just puzzled.
tia,
klh
