Showing posts with label VRO Expiration. Show all posts
Showing posts with label VRO Expiration. Show all posts
VIX Expiration
$VRO settled at 24.82, only 2 cents away from my last-month forecast of 24.80, here. Although I wish I could attribute such amazing accuracy to my forecasting skills, luck has played a significant factor. My forecast for September is 24.97 with standard deviation of 5.45, vs market's forecast of 29.44 with standard deviation of 7.45. I have a lot of concern regarding skew trades into Sep, and especially Oct expirations, so plan to proceed more cautiously. Good luck traders, and hedge your deltas!
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Weekly market report
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John “Hojun” Hwang is the author of VIX, VIX Futures, and VIX ETNs, a conceptual guide to trading the VIX index. He graduated with degrees i...
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Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based... -
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