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Realized Volatility

Trading > Daily Options Report

Volatility Check Up

Daily Options Report | Fri, 05/01/2009 - 12:13pm | bull market volatility, Realized Volatility, SPY, VIX, Volatility |  2 comments

Remember way back when, we used to look at volatility all the time? How about a little peak for a moment, see where we stand. Up top, we have 1o Day HV over the past half year in SPY. It's a pretty docile 30 now, down from 50 to start the month. Recall that in late March, we kept getting asked why ... Read more

Trading > Netto's Numbers

NOB Spread comes back to Earth, EURO comes under pressure

John Netto | Tue, 01/06/2009 - 1:27am | AUD, EURUSD, Implied Volatility, NOB Spread, Realized Volatility, USDJPY |  Add a comment

The first Monday of the New Year saw a late Christmas gift for dollar bulls as the EUR/USD came under pressure early and often. EUR/AUD (highlighted as a short trade in our 2009 Preview) took a 600 pip haircut. This coincided with a nice sell off in the long end of the curve a ... Read more