View: 6 sept28.PNG

6 sept28.PNG

A big crash has almost a zero probability to happen when the skew is too high (everybody being already hedged for a big crash) so I'm glad to see that this not something impossible in the near future because the skew is around 120 today (about the same level as aug 2015)

6 sept28.PNG
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ammoammo
everyone hedged, isnt that what happened in 09, derivatives up the ying yang 9/28/16
Silver SingularitySilver Singularity
If everyone was hedged for a crash skew would be between 140 and 160 and vix would be at min 17 9/28/16
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