Payoff Graph

Note to trial members: StratOptions uses options to generate income every month. We target 2-3%, and we have been running it since December 2015. This and much more are discussed on our member-only Slack channels, and you can subscribe now to get access! (Use code CM2017 for 10% off! Discounted price comes to only Rs. 1,499/mo)

On Monday, the NIFTY closed at a new all-time-high. The India VIX, closed at an all-time-low. Is implied volatility dead?

It has certainly been bleeding since 2008 when the US Fed triggered a world-wide central bank frenzy to flood public markets with liquidity. It has been bleeding since Taleb’s Black Swan became an international bestseller. Ironically, every passing year, the market prices uncertainty lower and lower as actual volatility declines. We’ve never been in more confident times. Liquidity has become uncertainty’s nemesis, and we have to adapt and improvise new options plays to survive this death of volatility.

Content available
exclusively for
premium members

Get premium for 3 months or 1 year

if you are a member.

Now, tell them about it: