tag:blogger.com,1999:blog-897456774486153841.post6610416836985954210..comments2024-03-28T06:07:36.391-07:00Comments on VIX and More: Implied Volatility as a Sector Drill Down DiagnosticBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger5125tag:blogger.com,1999:blog-897456774486153841.post-20169123986697386142007-12-14T08:15:00.000-08:002007-12-14T08:15:00.000-08:00Thanks F-Trader,I'm not sure how reliable comparat...Thanks F-Trader,<BR/><BR/>I'm not sure how reliable comparative sector IV analysis is, but I'm keeping an open mind and will probably do more of this kind of analysis/posting going forward.<BR/><BR/><BR/>Taiwan Tim,<BR/><BR/>Good to hear from you in this space. Your question is a good one, and I'm sure many have looked into it, but I not aware of any published reports covering the subject you raise, nor have I done any studies of the volume in SPX products and their relationship to the VIX.<BR/><BR/>A worthy issue? Absolutely. It opens up a who Pandora's box of potential research projects that might have some interesting predictive value. I'll have to put this one in my 2008 research queue -- and I'll holler if I come up with anything interesting.<BR/><BR/>Cheers,<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-63686381899833597262007-12-13T18:45:00.000-08:002007-12-13T18:45:00.000-08:00Hi Bill,This is off the subject a little bit, but ...Hi Bill,<BR/><BR/>This is off the subject a little bit, but I'd like to know if you have commented on the relationship between volatility (mainly VIX) and index trading volume (S&P500). I have noted that back in the autumn of 2000, when the 00 - 02 bear market was just getting started, that volumes decreased relative to the initial, April plunge but VIX remained elevated. We're seeing the same confluence of volume and volatility now. To me, this has bear market written all over it. You have studied this a lot more than I, do you have any personal research or have you read the research of other's in this regard?<BR/><BR/>Reply here and at VF if you think it is a worthy issue.<BR/><BR/>TimmyBear, signing off.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-58703475000837444832007-12-13T15:51:00.000-08:002007-12-13T15:51:00.000-08:00Excellent, excellent post. Well done, and I'd lov...Excellent, excellent post. Well done, and I'd love to see more of these.F-Traderhttps://www.blogger.com/profile/09652687845022318907noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-21294297876809853692007-12-13T15:39:00.000-08:002007-12-13T15:39:00.000-08:00Thanks for the heads up, Igor. I may be on the ot...Thanks for the heads up, Igor. I may be on the other side of that trade before too long.<BR/><BR/>Cheers,<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-52758906049342776082007-12-13T12:46:00.000-08:002007-12-13T12:46:00.000-08:00Bill, dont know if you saw, but doggy posted that ...Bill, dont know if you saw, but doggy posted that 7500 feb 200 puts were bot today on XBD, for 11.80<BR/><BR/>IgorAnonymousnoreply@blogger.com