Do this for all of SPY data and you'll see the current volatility is extraordinarily low, in fact in the lowest 1% of all numbers back to the beginning of SPY in 1993. Compare that to the VIX, which remember is implied volatility (a calculation of options trades), which currently is ...
BCI: With the VIX hovering near 20, a volatile market and multiple bullish and bearish factors, I am favoring in-the-money strikes 2-to-1 entering the November contracts. Issues of concern include the trade war with China, relations with Saudi Arabia, rising interest rates and ...