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Volatility is Screaming

September 23, 2008 2:44 pm by Dean Morel

Can you hear it?

Two charts to start, ANZ one and five year charts.
ANZ Bank 1 year chart

the one year chart still captures the high. I thought it would be good to keep a snapshot of that.ANZ Bank 5 year chart

four steps forward one giant leap back.

and now the VIX, hitting peaks not seen in…gosh how many years is it? 5 or 6?

VIX Volatility Index

a few days back VIX and More commented that “we have a new line in the sand right now, a VIX of 42.16 (and SPX of 1133).”

as VIX said we have extreme fear when the VIX continues spiking to new highs as the markets are not making new lows.

today it’s 33.85 to 1207, time to look at options.

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More on this topic (What's this?)
The VIX Indicator Heads Higher
IS THE VIX A SIGNAL OF FURTHER SELLING TO COME?
A Reminder to Trade the VIX...
Read more on Volatility Index (VIX), Historical Volatility at Wikinvest

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  3. Volatility vs Risk
  4. Risk: Value vs Volatility

One Comment »

  • Bill Luby said:

    Thanks for the mention, Dean.

    FWIW, your country has been on my “next big vacation” list for far too many years. I need to do something about it soon…

    Cheers and good trading,

    -Bill

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