atticus' "ship it" vol trading journal

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Quote from cdcaveman:

core principles of volatility. you mean in a typical outright historical vol against implied vol in the most typical equations ...i think that is how we all are looking at it?
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i was saying if you are going to compare it to spx vol vs aapl vol, work out the vol together for both,make a seperate index,using those two and compare it to just aapl or just spx and look for regularity and then divergence from it,if you have to do it the hard way at least you will have a tool that won't break when you lean on it
 
I am also long the GOOG 665/680/695 fly from 6.15, forgot to post it, but not a journal trade:

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Quote from ammo:

i was saying if you are going to compare it to spx vol vs aapl vol, work out the vol together for both,make a seperate index,using those two and compare it to just aapl or just spx and look for regularity and then divergence from it,if you have to do it the hard way at least you will have a tool that won't break when you lean on it
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like for example.. aapl vix against spy vix

http://www.cboe.com/micro/EquityVix/VXAPL/
 
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