R riskfreetrading Aug 4, 2008 #1 What is the highest vol. value you have ever traded or came across in the market or in your reading of books/etc?
What is the highest vol. value you have ever traded or came across in the market or in your reading of books/etc?
C Cutten Aug 4, 2008 #3 I read that Oct 87 reached 150% annualised volatility on S&P index options. And to think that nowadays people see VIX 35 as a sign of panic.
I read that Oct 87 reached 150% annualised volatility on S&P index options. And to think that nowadays people see VIX 35 as a sign of panic.
