your posts have made me realize that while I'm currently sitting on a load of puts in the 5-year due to their lower duration-adjusted IVs, I really need to move into the long end. May have to pay up for higher duration-adjusted IVs. The MOVE index has been super low lately, especially relative to VIX.
your posts have made me realize that while I'm currently sitting on a load of puts in the 5-year due to their lower duration-adjusted IVs, I really need to move into the long end. May have to pay up for higher duration-adjusted IVs. The MOVE index has been super low lately, especially relative to VIX.
your posts have made me realize that while I'm currently sitting on a load of puts in the 5-year due to their lower duration-adjusted IVs, I really need to move into the long end. May have to pay up for higher duration-adjusted IVs. The MOVE index has been super low lately, especially relative to VIX.
Fixed-income vol is dirt cheap. I should be doing it all through options. Your comment reminded me of this fact. Thanks!