Sorry Patrick…(guest: Harris Kupperman aka Kuppy)
The Market Huddle
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Is the Implied Volatility of an Option Going Forward?
Future volatility implied volatility is the market's estimation of future volatility. In periods of high correlations what you'll see is the the ball of s&p will go up versus the other one anyway. The VIX and pricing of individual options on stocks and ETFs in general they go together but they don't necessarily have to so we could have a situation where people are demanding more increased protection on the stock index as a whole, yet the price of individual options are not bit as high.
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