N nonprophet Dec 29, 2005 #11 Quote from IV_Trader: for example , I track ABS-price-change/IV ratio and this number is not changes a lot from quarter to quarter in the last 4 years, while VIX went down from 45 to current levels. More... Do you mean the price % change relative to the IV % change? Have to admit I don't quite get it.
Quote from IV_Trader: for example , I track ABS-price-change/IV ratio and this number is not changes a lot from quarter to quarter in the last 4 years, while VIX went down from 45 to current levels. More... Do you mean the price % change relative to the IV % change? Have to admit I don't quite get it.
