trading VEGA

Quote from cvds16:

you need some computerised version to do the iterations to calculate implied vol
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The IV is delivered in our trade programm on-line named QUIK.But we have no history of IV. And we can't do no conclusion.Our groop collect history themselvs for a week.
From Russia with Love. :)
 
Quote from jenek-cowboy:

The IV is delivered in our trade programm on-line named QUIK.But we have no history of IV. And we can't do no conclusion.Our groop collect history themselvs for a week.
From Russia with Love. :)
More...

To get historical implied volatility you have 3 alternatives:
1. Collect/create it yourself using historical prices.
2. Find someone who has the data and is willing to give/sell it you.
3. Get yourself a Bloomberg terminal, which has the data.

Example Gazprom Dec07 futures:
 
Quote from jenek-cowboy:

The IV is delivered in our trade programm on-line named QUIK.But we have no history of IV. And we can't do no conclusion.Our groop collect history themselvs for a week.
From Russia with Love. :)
More...

Can you please use a fuxxing spell checker? It shows a lot of disrespect to others to burden them with spell errors in every second word. I mean, come on, you ask us to guess what you may be saying or what??? And by the way, what is really your point of this whole thread? Nobody needs any index to trade volatility. Its like you need the tick index to trade stocks...;-)
 
Quote from IluvVol:

Can you please use a fuxxing spell checker? It shows a lot of disrespect to others to burden them with spell errors in every second word. I mean, come on, you ask us to guess what you may be saying or what???
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Ok. I respect all residing blow off. And my errors in every second word- this simply bad knowledge of the language. And i undertake to solve this problem at the most short period.

Quote from IluvVol:

I mean, come on, you ask us to guess what you may be saying or what??? And by the way, what is really your point of this whole thread? Nobody needs any index to trade volatility. Its like you need the tick index to trade stocks...;-)
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How you may trade the option strategy that extracted profit from change of IV without indicator of IV?
 
Quote from jenek-cowboy:

Ok. I respect all residing blow off. And my errors in every second word- this simply bad knowledge of the language. And i undertake to solve this problem at the most short period.


How you may trade the option strategy that to extract profit from change of IV without indicator of IV?
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Again, and I think I repeat what others have said to you: You dont make profits by reading some levels off an index. Why dont you then trade US stocks if you can easily profit by looking at the level of DJ or SPX?

You can compare IVs with historical vols of the same instrument or you can look at the IVs of different strike options to back out the smile and trade your view based on that. I am not sure why you insist on some kind of index. By the way, VIX is everything else than a good indicator of broad market volatility, I have discussed this and given evidence of that in another thread.
 
Quote from IluvVol:

Again, and I think I repeat what others have said to you: You dont make profits by reading some levels off an index. Why dont you then trade US stocks if you can easily profit by looking at the level of DJ or SPX?

You can compare IVs with historical vols of the same instrument or you can look at the IVs of different strike options to back out the smile and trade your view based on that. I am not sure why you insist on some kind of index. By the way, VIX is everything else than a good indicator of broad market volatility, I have discussed this and given evidence of that in another thread.
More...
OOO.....And this i wanted to hear!Give me please the name of this thread
 
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