Wednesday, October 01, 2008

Historical vol

Worried now? Graph from maoxian. Check these out.

Too bad I don't have my vol trade on any more... I bought some vol back in 2004 or so (long-dated VIX options), which looks to have been near the bottom :-)


gs said...

Okay, I'll be the straight man. Currently VIX is ~40; the 52-week high was ~48.5 and the low was ~16. What about shorting vol?

Nicolas said...

"i'll be straight, man" Love it.

So, man, did you short that vol at the worst time ever ?

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