Apr 3, 2011

Week in Volatility

Rather uneventful week for volatility - it seems that the markets are back to what they were doing before tsunami. I traded defensively as planned, reducing the short contracts count in June, and spreading it against near-term.

VIX and VSTOXX declined steadily, although skews remained relatively high. Still no volume in GVZ futures, but for the sake of completeness I'm adding the chart.




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