Implied Volatility at Fannie Mae (FNM) Tops 400
Not that this should surprise anyone who has been following this story, but it is an impressive number nonetheless and deserves to be captured here for archival purposes at the very least.
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The intent of this blog is to educate, inform and entertain readers, while also serving as an archived learning laboratory of sorts as I try to sharpen my thinking in areas such as volatility, market sentiment, and technical analysis. I also enjoy charging off on tangents and hope that readers may find some illumination or at least amusement in these forays.
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- Chief Investment Officer at Luby Asset Management LLC in Tiburon, California. Previously worked as a full-time trader/investor and also a business strategy consultant. Education includes a BA from Stanford and an MBA from Carnegie Mellon. Useless trivia: I once broke the world pogo stick jumping record without knowing it.
2 comments:
Which tool (or website) are you using to generate this kind of chart?
The graphic comes from the ISE web site. Go to their Market Data & Trading Tools tab, then click on Quotes/Volatility.
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