AI
Thursday, September 11, 2008 9:12:59 AM
Would take a miracle but I'll ask...
Would you dare...
sell LEH volatility and when?
See I/V... bottom
Said miracle...
"whatever it might be"
would also force the broader markets as a whole
to bounce.
Watching and listening for the miracle...
Not for a huge LEH I/V drain trade
"it would be to late to capture the bigger part of the I/V fall after the fact"
But for the broader markets as a whole
LEH - 6 Months
LEH - 5 Years
Understanding Implied and Historical Volatility
Would you dare...
sell LEH volatility and when?
See I/V... bottom
Said miracle...
"whatever it might be"
would also force the broader markets as a whole
to bounce.
Watching and listening for the miracle...
Not for a huge LEH I/V drain trade
"it would be to late to capture the bigger part of the I/V fall after the fact"
But for the broader markets as a whole
LEH - 6 Months
LEH - 5 Years
Understanding Implied and Historical Volatility
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