Crash in IV

Thank you Somatung for naming the strategy that amit has asked. And yes, we understand that you are not recommending this strategy, but just giving the technical name for such an option strategy.

And amit bhai, I am a newbei in options, so I cannot say what strategy would have been best for such a scenario.



Thanks and regards

VIX slump to a 9-month low catches punters short

http://www.traderji.com/options/100187-option-trading-strategies-related.html#post1123667

well, the smarter Q now should be how the Vols will behave after the crash due to the anticipated hike on 16th Dec.

having touched the 9-10 months lows of 14% india VIX is going flat.

My take for the Dec expiry:

Vol should Increase until 23rd Dec, due to the increasing uncertainty from GST, and winter session washout and crude touching new lows,

However, then by yearend the volumes starts shrinking and the last week , without having any major global or domestic event.... the vols should either be flat or reduce by 1-2%


so stay Short Vol, Long TV , post 23rd Dec! cash in the OTM short positions... with IO hugely building across 7500 PE and 8000CE..

we can still cash in Rs20 per lot on short straddle.

ATB

Hi Guys

I want to track the trend of the VIX for a particular strike for a period, like India VIX tracks the VIX for India for a period.

Ex. I want to see how 7500 Nifty PUT, VIX changed from 1st Jan - 16th Jan ?

is there a website or otherwise How to track it ?

Guys

India VIX can be used adequately as the volatility benchmark

Considering.. March crash and union budged to come, where do you all feel india VIX will go... as it doesn't make much sense now to go short call or short put... considering vega is shooting up....

so whats your in Volatility front for feb series ?

Some important points related to IV from Mohan Bhai -
http://www.traderji.com/options/104057-implied-volatility-iv-4.html#post1207358

Thanks and regards