Volatility Swaps

Hear of that some years... thought the source pulling my leg...
I guess it trades volatility only...not direction

so maybe puts means volatility heading down...
wow...the next generation trading could the rate of change volitility ---> acceleration

:)
 
Quote from kalzayani:

Hear of that some years... thought the source pulling my leg...
I guess it trades volatility only...not direction

so maybe puts means volatility heading down...
wow...the next generation trading could the rate of change volitility ---> acceleration

:)

i know equity vol swaps are active and liquid in the OTC market. they are based off realized volatility over a period of time. and you already can trade the rate of change.
 
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