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ES Journal Archive (2006 - 2008)
- Thread starter Buy1Sell2
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Quote from Prevail:
are you saying the rate cut lowers fear? Or we get the usual iv drop right after the announcement?
I think vol will spike briefly and will then come down. One scenario is 50 pt ct, with the typical spike and drop in vol. Who knows how the market will react by the end of the day. I wish I was that good.
vix chart from yesterday.
http://www.elitetrader.com/vb/showthread.php?s=&postid=1768408#post1768408
it's amazing seeing the guys on the floor punish the premium buyers before the announcement. once it comes out, premium drops fast, but it should be made up with the move.
Quote from kinggyppo:
I think vol will spike briefly and will then come down. One scenario is 50 pt ct, with the typical spike and drop in vol. Who knows how the market will react by the end of the day. I wish I was that good.
vix chart from yesterday.
http://www.elitetrader.com/vb/showthread.php?s=&postid=1768408#post1768408
Quote from Prevail:
it's amazing seeing the guys on the floor punish the premium buyers before the announcement. once it comes out, premium drops fast, but it should be made up with the move.
What I thought was interesting was that the highest daily close was only $31.00. The high was like $37.00 intraday, quite a swing.
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