Analysis of the VIX for January 4th
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Uploaded by investingwithoptions on Jan 4, 2012
check out my blog at http://www.investingwithoptions.com/
So far, the VIX is behaving just as I expected, but I want to use last year's action as my guide to see if the market will continue to "behave"
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@thfiv I normally don't use 40, I use 20. I was showing how the short term realized volatility was low but when we take the holiday effect out it was about 5 points higher.
A 20-day hisotircal volatility is the proper comparison for a 30-day implied volatility, because the HV uses trading days and IV uses calendar days-- so they are both on the correct timeframe.
I'll go ahead and plug my book "Timing Volatility" which explains this-- you can get it on Amazon.com
investingwithoptions 2 months ago
VIX is calculated on calendar days. Why are you using 40 for 2 months?
thfiv 2 months ago