Volatility Tracker Lifts All Boats

Mon, Apr 27, 2009 | Jared Woodard

Bonus Trades, Volatility

Volatility Tracker for April 26, 2009

As the equity rally stalled, implied volatility indexes rose across the board last week. [2] And given last week’s broad decline in IV indexes as well, we will watch for evidence of high correlation among these very different asset classes (oil, gold, currency, equity). Note also the divergence in short term IV indexes and the volatility futures term structures of the Nasdaq 100 and Russell 2000: while the former rose on the week, the latter actually declined slightly. [2,6]

Short-term S&P 500 Volatility Bias: Neutral

If it moves, we will track it.

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Jared Woodard specializes in trading volatility as an asset class. With over a decade of experience trading options and other volatility products ... Read More


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