VIX Index

Started by Stephanos, December 15, 2007, 20:01:49

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liberanimus

Βρε μπάς και ένα έντονα ανοδικό άνοιγμα τη Δευτέρα είναι καλή ευκαιρία για σορτ; Αλλά με το vix στα ύψη, παίζεις με τη φωτιά.

tsip

Άρα το συμπέρασμα είναι ότι this time is different....
Αγοράζουμε τις διορθώσεις!!! ΑΚΟΜΑ!!!

Stephanos

VIX jump from 55.08 to 57.40 in 1 minute.
My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

Stephanos

VIX Options Index Surges to Record as Stocks Rout Intensifies
By Jeff Kearns

Oct. 16 (Bloomberg) -- The benchmark index for U.S. stock options reached 80 for the first time in its 18-year history, driven higher by equities extending the biggest slide since 1987 on concern the economy will continue deteriorating.

The VIX, as the Chicago Board Options Exchange Volatility Index is known, increased 17 percent to 81.13 at 11:14 a.m. in New York after earlier rising to 81.17. The index measures the cost of using options as insurance against declines in the Standard & Poor's 500 Index, which lost 4.5 percent. The S&P 500 tumbled 9 percent yesterday. Today's VIX record eclipsed the peak of 76.94 on Oct. 10, when U.S. stocks completed their worst week since the 1930s.

``It's absolutely uncharted territory,'' Matt Shapiro, a VIX options trader at Stutland Equities LLC, said in an interview from the CBOE floor. ``It's very frightening and there's a huge explosion to buy any options on the VIX, especially 70 and 90.''

The VXO Volatility Index, a predecessor to the VIX that reflects the price of options on the S&P 100, climbed 23 percent to 84.30. It jumped to 103.41 on Oct. 10. The ``old VIX'' set an intraday record of 172.79 a day after the October 1987 stock- market crash.

To contact the reporter on this story: Jeff Kearns in New York at jkearns3@bloomberg.net.

My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

michael

how they define that bloodu thing i dunnoo
in futures i have from cfe..45-46 for october

tsip

O VIX έκανε νέο υψηλό ενώ η αγορά ακόμα δεν είδε τα προηγούμενα χαμηλά. Ενδιαφέρον divergence που το έχω παρατηρήσει και την άλλη φορά από την ανάποδη, δηλαδή να πέφτει η αγορά και να μην υπάρχει φόβος, οπότε το ξύλο είχε συνέχεια μεγάλη. Εδώ ο φόβος ανέβηκε κατακόρυφα χωρίς καν να δούμε τα προηγούμενα χαμηλά...
Αγοράζουμε τις διορθώσεις!!! ΑΚΟΜΑ!!!

michael


Stephanos

Options expiration is Friday, and that could already be causing some problems, but the VIX is designed to be a 30-day benchmark of expected market volatility, so it's a weighted average of options expiring on two different dates. VIX options expire next Wednesday.

My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

michael

iparxi ke ena senario pou leei ta option na kanoun expire worthless opote osoi plirosan me vix 70 ta put panakriva  me ligo pano na tous ta paroun sto miden

cathan

short out of the money calls πληρωνει μεγαλο implied volatility και αν δεν παίξει η τιμή στο strike απλα κερδίζεις το time value + volatility. Οι επενδυτές/παίκτες αγοράζουν puts αλλά μεγάλο implied έχουν και τα calls. Δηλ. αν έχει μετά flat αγορά ή και ανοδική τα calls θα χάνουν αξία.
Αλλη στρατηγική για option traders είναι τα bear spreads (πουλάς ένα κοντινό put και αγοράζεις μακρινό οπότε πουλάς to vol και αγοράζεις πιό φθηνά....
"If you can meet with Triumph and Disaster and treat those two impostors just the same, you'll be a man." Rudyard Kipling

Stephanos

#150
53.31 (-24.20%)
My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

Stephanos

My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

Stephanos

Είναι σωστό το 96?
My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

Ceo

... μνημόνιο για τους πολιτικούς, πότε ??

Stephanos

Λέτε να ανοίξει στο 150?
My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

tsip

Μπορεί και να 200αρίσει αν όπως φαίνεται πάμε για πτώση τύπου 1987 σήμερα...
Αγοράζουμε τις διορθώσεις!!! ΑΚΟΜΑ!!!

Stephanos

My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

Stephanos

Αρνητική απόκλιση. Θα περιμένουμε να δούμε εαν οι τιμές διασπάσουν την γραμμή τάσης.
My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

Stephanos

My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

Stephanos

My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

Stephanos

My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

Stephanos

Μάλλον δεν έχουμε δει τίποτα ακόμα...
My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

g.anagno

Stefane mipws tha mporousame na exoume ena update tou deikti?

Stephanos

My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

Stephanos

#164
.
My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

Ceo

oups, endiaferousa paratirisi auti ... (tin portokali perioxi ennow profanws)
... μνημόνιο για τους πολιτικούς, πότε ??

Stephanos

My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

stef

καλημερα Στεφανε,
να υποθεσουμε οτι αυτο ειναι το μεγαλο 4αρι? σε μορφη a,b,c,d,e και αναμενουμε το σπασιμο προς τα πανω με την ολοκληρωση του?
τωρα ισως βρισκεται στη δημιουργια του d
"Plan your trade and TRADE YOUR PLAN!"
*****                    ****** http://stockanalysis-stef.blogspot.com/

michael


Stephanos

Για εξήγησε μας γιατί η κίνηση θα είναι προς τα κάτω.....είπαμε να γίνεται σχολιασμός των διαγραμμάτων. Αυτός που χάραξε το βελάκι τι έχει δει που τον κάνει να πιστεύει σε καθοδική κίνηση του VIX?
My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

michael

#170
to mixanima pou a bgasei xalase simera, den mporo  na do leptomereies
basika to velos bgenei pernontas ipopsin tou ola ta texnika stixeia pou xrisimopoiei, mac, divergence, ma,...

ine exipno mixanima.... :8)

Stephanos

Άντε να μην πω καμιά κουβέντα....
My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

Stephanos

My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

Stephanos

VIX Volatility Index moves below 50 for the first time since Nov 5.
My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.

Stephanos

My word of advice: "Trade what you see, not what you believe."



Against the Standard Way of Thinking.