tag:blogger.com,1999:blog-897456774486153841.post2287181982716156831..comments2024-03-29T03:46:10.767-07:00Comments on VIX and More: More on VIX Futures and Volatility ExpectationsBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger4125tag:blogger.com,1999:blog-897456774486153841.post-63431013152158466802007-10-12T06:31:00.000-07:002007-10-12T06:31:00.000-07:00Nice work, z-stock. I suspect we won't see 16.50 ...Nice work, z-stock. I suspect we won't see 16.50 soon, but who knows?<BR/><BR/><BR/>Morning,<BR/><BR/>It's all hands on deck today, so I probably won't be able to answer your question until over the weekend, but you might be able to at least eyeball what has happened since the <A HREF="http://vixandmore.blogspot.com/2007/09/on-rarity-of-20-one-day-drop-in-vix.html" REL="nofollow">last post and data set</A>.<BR/><BR/>Cheers,<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-25244596440042083112007-10-12T05:20:00.000-07:002007-10-12T05:20:00.000-07:00You did a chart a couple weeks ago where you showe...You did a chart a couple weeks ago where you showed the VIX performance after the three days in history when it dropped 20% or more in one day. Do you have an updated version that extends further out to show how the VIX continued to perform?Unknownhttps://www.blogger.com/profile/04641313181859780488noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-44050175814978093692007-10-11T22:45:00.000-07:002007-10-11T22:45:00.000-07:00hey BillI scored BIGi bought the VIX OCT 16 call a...hey Bill<BR/>I scored BIG<BR/>i bought the VIX OCT 16 call at 16.3 for 1.10<BR/>i went on a break<BR/>and came back one hour later<BR/>and the call was at 2.90<BR/>WOW!!!!nearly 300% profit...<BR/><BR/>then i saw the VIX at the 100 day = 19.26<BR/>so I bought a OCT 19 put<BR/><BR/>so, now if my next scenario will play out<BR/>VIX back down to 16.5 or so<BR/>and then buy the VIX, and hold till market pullback = 5% to the DOW"S 50 day<BR/>zee<BR/>i have DOW at 14,280 as the short the market signal..<BR/>14,000 ( = last high, July? ) plus (2% = thomson financial Q3 estimate S&P 500) = 14,280zstock7.comhttps://www.blogger.com/profile/09338581248141865147noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-56007353446710272782007-10-11T12:33:00.000-07:002007-10-11T12:33:00.000-07:00Well, today's sudden u-turn in equities should giv...Well, today's sudden u-turn in equities should give a little life to the VIX... <BR/><BR/>... and everybody was just getting comfortably complacent again. I mean, SP 1700 by the end of the year for sure right?<BR/><BR/>TheFinancialNinjaBen Bittrolffhttps://www.blogger.com/profile/12465978905157927856noreply@blogger.com