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Thanks for your information, just wondering about this phenomenon, in the above example, the crude oil market, how do i know who are investors in the market? how to I take their behaviour into account when i tried to formulate the option strategies?

Yes, this is it, but what are the reasons or logics behind this strategy? Does this apply to all situation, any exception?

hi, I run a strategy on option trading. I know how to calculate the geomean for the returns, but i need to calculate strategy's returns of volatility. Any ideas? For example, Date/Return 10/1:-11% 10/2:-3.6% 10/3:-13.08% 10/4:-11.00% 10/5:2.80% 10/6:11.31%

hi, i don't have any particular strategy in mind, but just wondering if my delta and gamma are all quite negative, if the set of combination i choose have a postive vega, I found that it can reduce my loss, or even earning a little bit at the end of day when the market goes to different...

hi, i am trading on the index option

I have a strategy which i am not sure weather i need to make positive vega or negative vega if I am wrong with my view. Thats said if the market goes bullish, but I have big negative delta, shall i increase my vega or decrease my vega? Thanks

hi, just wondering are there any companies who only hire Phd graduates as in their quant team??

Have anyone heard of this strategy? I am just wondering does anyone know their breakeven point? how to calculate them and whats benefits of using this strategy?

thanks for your reply, Does that mean the representative implied volatility (including Call and Put together) is the value point on the VIX(original)?

Can anyone explain to me the difference between implied, realised and historical volatility? I thought realised and historical volatility are pretty much the same. Also i thought the volatility implied by GARCH(1,1) is type of implied volatility. Am i correct? thanks

sorry, here is the picture,

Dear experts, I am constructing some grpahs for analysing the volatility, and when i looked at some example made by other research institutes, one may plot both historical implied and realized volatility. I am not sure if i was thinking right, but usually i could get one ATM- Call and...

how most people do to construct historical implied volatility? I could always get one ATM- Call and Put by Black-schole formula, but how to get the single value which can represent the implied volatility of a day? my underlying is index thanks