T tradelosses Jul 10, 2017 #1 easy $ due to low IVs and high realized volatility. Perfect environment for option buyers. SPX puts are waaaaaay expensive but realized volatility of SPX is always very low.
easy $ due to low IVs and high realized volatility. Perfect environment for option buyers. SPX puts are waaaaaay expensive but realized volatility of SPX is always very low.
M Martinghoul Jul 10, 2017 #2 Last time I looked implied was quite a bit higher than realised in rates as well...
