Live Trader ChatVolatility is ramping up
4 posts • Page 1 of 1
Volatility is ramping up
by michael » Thu May 28, 2009 12:23 pm
Looks like big money is finally betting on a big move ... Pretty even skew as well. Any thoughts on how the market will react to increase in QE ?
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Re: Volatility is ramping up
by vol-trader » Thu May 28, 2009 11:24 pm
do you have access to IV on Sep options for TYU9?
the only thing i can say about increased QE is that the dollar will get smoked.
the only thing i can say about increased QE is that the dollar will get smoked.
"Do the ladies ever tell you that you look an optical illusion?"
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vol-trader - General User
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Re: Volatility is ramping up
by michael » Fri May 29, 2009 12:12 am
ATM for 30 yr: 19.35% on July. 19% on Aug and Sep. Thats for the 30yr.
For the ATM 10 yr (TY): 11.16%, 11%, and 10.92% for July, Aug, and Sep.
For the ATM 10 yr (TY): 11.16%, 11%, and 10.92% for July, Aug, and Sep.
- michael
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Re: Volatility is ramping up
by vol-trader » Fri May 29, 2009 9:13 am
that's great. thanks
it'll be interesting to see how much it comes in if we retrace a bit of that move. i'd imagine vol is pretty directional right now.
it'll be interesting to see how much it comes in if we retrace a bit of that move. i'd imagine vol is pretty directional right now.
"Do the ladies ever tell you that you look an optical illusion?"
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vol-trader - General User
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