http://www.condoroptions.com/index.php/market-commentary/long-vega-plays-for-a-market-breakout/ Wed, 17 Feb 2010 23:34:57 +0000 http://wordpress.org/?v=2.9.2 hourly 1 http://www.condoroptions.com/index.php/market-commentary/long-vega-plays-for-a-market-breakout/comment-page-1/#comment-576 Volatility Tracker Expects Daily Moves | Condor Options Sun, 31 May 2009 11:38:32 +0000 http://www.condoroptions.com/?p=1739#comment-576 [...] Volatility marches ever lower. Backward-looking realized volatility tells a story of markets recovering from what – if the “green shoots” camp is right – will be a bottom that should hold for a decade; implied volatility likewise continues its steady push back toward the high end of what used to count as normal. Option sellers may be getting anxious about their recent good fortune, but none of the indicators below are suggesting any extreme conditions or changes in the trend; until they do, it makes sense to remain neutral-to-bearish on volatility. (Although see the blog feature from last week regarding long vega exposure.) [...] [...] Volatility marches ever lower. Backward-looking realized volatility tells a story of markets recovering from what – if the “green shoots” camp is right – will be a bottom that should hold for a decade; implied volatility likewise continues its steady push back toward the high end of what used to count as normal. Option sellers may be getting anxious about their recent good fortune, but none of the indicators below are suggesting any extreme conditions or changes in the trend; until they do, it makes sense to remain neutral-to-bearish on volatility. (Although see the blog feature from last week regarding long vega exposure.) [...]

]]> http://www.condoroptions.com/index.php/market-commentary/long-vega-plays-for-a-market-breakout/comment-page-1/#comment-574 Long Vega Plays for a Market Breakout | forex-fapturbo.info Fri, 29 May 2009 16:41:51 +0000 http://www.condoroptions.com/?p=1739#comment-574 [...] View original post here:  Long Vega Plays for a Market Breakout [...] [...] View original post here:  Long Vega Plays for a Market Breakout [...]

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