There are only 11 occurrences, which means that
volatility spikes like the one of last Wednesday occurred only about 0.16 % of the time.
Importantly, while that was taking place the last time we saw
volatility spike like that, you know, we were facing recession — global recession.
Not exact matches
With the Dow deep in the red and
volatility spiking, «sell in May» and «avoid the midterm election cycle» sound
like timely advice.
So on dips with decent
spikes in
volatility like we had in October and mid-December provided great opportunities to sell puts pretty far out of the money in the SPY ETF.
Like in the United States,
volatility spiked over the past month.
The
volatility market has been a bit jumpy
like we are bracing for an unforeseen
spike.
I would say that under a program
like this there is little
volatility from year to year because it is a closed loop system so consumers shouldn't expect huge
spikes in the price that never come down and just seem to go up.
Emerging economies,
like India, have suffered
spikes in the
volatility of their currencies with damaging effects on their balance of payments.
I hate to miss out on selling
volatility on days
like today that have good
spikes in fear so I went shopping this morning for some new positions.
Volatility - linked investments (such as VIX futures) can also display lottery -
like characteristics, with the potential for large returns in a crisis if VIX
spikes, and persistent losses otherwise.