commodities / index futures - Page 2

ifckladyluck · #11 08-10-2007, 12:01 PM

[ QUOTE ]
[ QUOTE ]
anyone have an opinion on where the vix can go?

[/ QUOTE ]

It has the capability of moving up, moving down, or staying stagnant.

[/ QUOTE ]

a+ for analysis

CrushinFelt · #12 08-10-2007, 12:12 PM

[ QUOTE ]
[ QUOTE ]
[ QUOTE ]
anyone have an opinion on where the vix can go?

[/ QUOTE ]

It has the capability of moving up, moving down, or staying stagnant.

[/ QUOTE ]

a+ for analysis

[/ QUOTE ]

Can you name where else the VIX can go?

KDuff · #13 08-10-2007, 12:51 PM

[ QUOTE ]
[ QUOTE ]
Crude has been cold

[/ QUOTE ]

Depends on your definition of hot? That market is on fire. Huge volatility!

[/ QUOTE ]

Very true, although I assumed that when he asked what was hot that he wanted to know what was going up.

Copper and nickel have also been volatile.

ifckladyluck · #14 08-10-2007, 01:12 PM

[ QUOTE ]
[ QUOTE ]
[ QUOTE ]
[ QUOTE ]
anyone have an opinion on where the vix can go?

[/ QUOTE ]

It has the capability of moving up, moving down, or staying stagnant.

[/ QUOTE ]

a+ for analysis

[/ QUOTE ]

Can you name where else the VIX can go?

[/ QUOTE ]

you sound like bernanke.

mrbaseball · #15 08-10-2007, 01:21 PM

[ QUOTE ]
anyone have an opinion on where the vix can go?

[/ QUOTE ]

It's really dependant on what happens to the S&Ps. If we continue to break increasing the fear factor the VIX will continue to spike. But if a feeling that the bottom is in it will slide. My guess is it'll stay fairly firm for bit even if we rally. I don't see 12 (it flucuated between 12 and 15 since it came of of the feb/mar spike) in the immediate future and 10 where we started the year is gonna take a very long time. It will take a while for the fear to entirely subside even if we do start going up again. My guess is we will settle out into the mid teen range once things get back to normal. If we don't normalize it's rise could be exponential if a bunch of brokers and banks start going out of business.

CrushinFelt · #16 08-10-2007, 02:33 PM

[ QUOTE ]
[ QUOTE ]
anyone have an opinion on where the vix can go?

[/ QUOTE ]

It's really dependant on what happens to the S&Ps. If we continue to break increasing the fear factor the VIX will continue to spike. But if a feeling that the bottom is in it will slide. My guess is it'll stay fairly firm for bit even if we rally. I don't see 12 (it flucuated between 12 and 15 since it came of of the feb/mar spike) in the immediate future and 10 where we started the year is gonna take a very long time. It will take a while for the fear to entirely subside even if we do start going up again. My guess is we will settle out into the mid teen range once things get back to normal. If we don't normalize it's rise could be exponential if a bunch of brokers and banks start going out of business.

[/ QUOTE ]

Am I not looking at the same VIX?

http://finance.yahoo.com/q?s=%5EVIX

Also, I don't think I can bring myself to say this will go above 35.

CrushinFelt · #17 08-10-2007, 02:35 PM

I think I may have misread your post. Yes, I agree that it's going to take a LONG time before that baby gets back 15ish.

mrbaseball · #18 08-10-2007, 02:41 PM

[ QUOTE ]
Also, I don't think I can bring myself to say this will go above 35

[/ QUOTE ]

A move to 35 would be unlikely. Then again if the bottom really falls out of the market it could go through that like it was standing still. It would take a 1987 magnitude of move but those things do happen. There wasn't a VIX back then but volatilities were off of the charts with that move.

CrushinFelt · #19 08-10-2007, 04:26 PM

[ QUOTE ]
[ QUOTE ]
Also, I don't think I can bring myself to say this will go above 35

[/ QUOTE ]

A move to 35 would be unlikely. Then again if the bottom really falls out of the market it could go through that like it was standing still. It would take a 1987 magnitude of move but those things do happen. There wasn't a VIX back then but volatilities were off of the charts with that move.

[/ QUOTE ]

I think needing an '87 type move is overstating it. The VIX has pushed through 35 and 40 a couple times over the past decade.

mrbaseball · #20 08-10-2007, 06:00 PM

I agree if we continue to sell the market off VIX can keep spiking. Next week is key. If we make new lows with force the 35-45 range is a done deal. I'm long Aug 13 calls so I'm all for it [img]/images/graemlins/smile.gif[/img] But time will tell. I can't figure this move out. On one hand it seems about done and on the other it feels like the Friday before Black Monday? I think minimal exposure right now is the best idea and I am pretty well hedged at this point in time.