Step Away From the Fiat » Implied Volatility http://www.jeffreymclarty.com/jm Just A blog, by J.N.McLarty - An Engineer, Derivative Trader and Austrian Economist Mon, 18 Apr 2011 16:17:09 +0000 http://wordpress.org/?v=2.9.2 en hourly 1 UPDATE:Implied Volatility of Gold, Post Treasury Bid http://www.jeffreymclarty.com/jm/2009/03/22/implied-volatility-of-gold-post-treasury-bid/ http://www.jeffreymclarty.com/jm/2009/03/22/implied-volatility-of-gold-post-treasury-bid/#comments Sun, 22 Mar 2009 20:21:40 +0000 Jeffrey McLarty http://www.jeffreymclarty.com/jm/2009/03/22/implied-volatility-of-gold-post-treasury-bid/ We saw a surge in the implied volatility of gold, after the FOMC announcements on Wednesday. 

 Implied Volatility of Gold

(click to enlarge)

FWIW, I’m thinking now is a good time to dump my life savings into 2010 and 2011, bull call spreads on GLD, GVX, amongst other things…talk me out of it.

UPDATE. I wrote this post around 4:30 on sunday.  I realized, again, nobody online plots the historic implied volatility of oil and gold.  So, I added it to http://www.curvingfutures.com, and by 9:30 PM, I was finished parsing the CBOE data and plotting it.  Fun, fun.  Check out the Implied volatility page here.

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