SPX, NDX, RUT, and OEX Implied Std Dev vs Today's Movement
This will be a short post. I just thought I would point out what the closing one day standard deviations were for the four major indexes using April ATM IV. Then point out how much them moved today. I'll be interested in hearing all of you trader's takes on this information:
Standard Deviations:
SPX-8.24
NDX-15.61
RUT-6.60
OEX-3.74
Today's Movement:
SPX-+8.36
NDX-+13.61
RUT-+7.39
OEX-+4.31
What are your guys thoughts? I'll give you guys my thoughts in the morrow.
Subscribe here: Expiring Monthly
Also, The Option Pit is coming along. If you feel you are in need of option education and want to pay 50-70% less than those other guys, for a BETTER, more well rounded education, give me a ring and I will be happy to discuss our approach. If you are a pro trader who is looking to connect with other pros and have high end discussions about trading, call me as well. I have the place for you. The Option Pit! E-Mail me mark@optionpit.com, or call (866) 637-1430
Sign up for email updates, please support our sponsers, sign up for the forums, check us out at Seeking Alpha, and follow us on twitter-ID @option911!
- msebastian's blog
- Login or register to post comments



Connect With Us