ikkyu

Volatility Near Historical Lows: Good Time to Buy Portfolio Insurance?

Mr Kang,

Thanks for this. Addtionally, the put/call ratio is at a 6 month low. Short interest is rising but well below its all time peak of several weeks ago. I think everyone is gun-shy form previous short attempts!

I find that 20 period bollinger bands around VIX/VXN are very useful to show the relative vola of vola.

Cheers,
john