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On low VIX LoneSomeK 著

(2008-09-11 12:21:56) 下一个

On low VIX
来源: LoneSomeK 于 07-02-06 21:48:01
   
Low VIX indicates market complacency, which somewhat reflects the fact that most market participants have little fear about the potential risks...

Under this condition, the option premiums are relatively low as well... Therefore, if the options writers try to collect too high of a premiums (meaning too close to the market), the probability of getting burned shuts way up...

In conclusion, be very wary and very careful during low VIX's, because the markets could move in all directions and have a habit of sneaking up on everyone...

One may rush to write CALL options ONLY when VIX goes extremely low into the single digits as the markets have a much greater tendency to go down fast than at other times…

Happy Trading!!!
LK



On: VIX, RVX up together with S&P and RUT, strange
来源: LoneSomeK 于 07-06-04 13:33:26
   

回答: VIX, RVX up together with S&P and RUT, strange 由 opt008 于 2007-06-04 13:09:00

There are couple of possibilities:

(1) It is a sign of bullishness when they all go positive...

(2) VIX popped up over-shuting at the open because the markets went down too fast... As the markets gradually crept back up during the session, the VIX did not go back down as fast as the moving-up rate of the index...

Happy Trading!!!
LK
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