Tuesday, May 4, 2010

Re: [ConservativeOptionStrategies] VIX Up Big Today, What Does That Mean?

 

True IF the Vix gives some back tomorrow.  That's an assumption, but in this case, I would tend to agree, as the Vix has shot to an "overbought" level near-term. 

*Although we must always keep in mind the saying that "something can remain overbought/oversold (or substitute the word "irrational") longer than you can remain solvent.

On Tue, May 4, 2010 at 1:42 PM, leobusc <leobusc@yahoo.com> wrote:
 

The VIX is up over 4 1/2 points to nearly 25.

So what does that mean? Let me take a shot at this (please tell me if you feel I am off course).

This is a good day to sell calendars positions that are starting to go into the bad neighborhood because IV is up and if IV lowers tomorrow without a underlying price reversal my Calendar will be worth a lot less.

It is a bad day to buy back Iron Condors because you sold it for a credit when IV was low and would now be buying it when the price is inflated due to high IV.

Conversely it may be a good day to initiate an Iron Condor while IV inflates the price I open it at for a credit.

Does this make sense to you?

Leo


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