stochastix Feb 23, 2022 #1 Best VIX bear call spread has a 54% implied POP , usually its way higher , what gives? Interest rates ? Ukraine ? Time to implement my rough stochastic volatility pricer?
Best VIX bear call spread has a 54% implied POP , usually its way higher , what gives? Interest rates ? Ukraine ? Time to implement my rough stochastic volatility pricer?
C Concinnity Feb 23, 2022 #2 All I know is I did all I could do to keep the markets up. Even made a bearish post near LOD hoping it would rip up and it's still going down.
All I know is I did all I could do to keep the markets up. Even made a bearish post near LOD hoping it would rip up and it's still going down.
