oleg.mub

USDRUB buying volatility

FX_IDC:USDRUB   US DOLLAR / RUSSIAN RUBLE
USDRUB             is moving inside the rising channel (green lines), resistance level 60-62 was broken 3 days ago. Probably level 60-62 is a support now. The delta hedge levels of USDRUB             volatility trading are 62, 60, 58... or 64, 66, 68 (every 2 rubles, red lines).
The September series volatility is 22%, two weeks ago it was 15%. In case of reducing of USDRUB             rate to the lowest level of the channel together with reduction of volatility, buying volatility makes sense. Selling volatility at current levels seems very risky.
oleg.mub
a year ago
Vol chart
http://savepic.su/6027549m.png
Reply
oleg.mub
a year ago
http://savepic.su/6027549.png
Reply
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