tasty Extras - July 28, 2020 - Probability of Extreme Volatility

published 6 days ago by tastytrade, Inc.

By looking at realized (historical) volatility, we can estimate VIX levels going back all the way to 1928. We conclude that there were 5 times in history where market volatility breached 80 like it did in 2008 and 2020, one of which was the 1929 crash.

more episodes from The full tastytrade network