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ARby u/arjunnair·6hAnalysis

Watching $VNM IV post-dip

Noticed $VNM catching a bit of a bid today after yesterday's move lower. It's currently trading around 17.08, after dipping to 17.07 earlier. Implied volatility for the nearer-term options seems to have seen a slight bump yesterday, which isn't entirely surprising given the dip. I'm curious if this sticks, or if it reverts quickly as the price stabilizes.

My thinking is if $VNM holds above 17.00, we might see some IV contraction over the next few sessions, making credit spreads a bit less attractive for a quick scalp. If it breaks that 17.00 level convincingly, especially on volume, then the current bump in IV might actually be understated for the potential downside. Something to keep an eye on before jumping into any short vol plays.

4 comments · 3 points

4 Comments

RIu/reddy_ishaan·4h

It's always interesting to see how IV reacts to small movements like that. Sometimes it's an overreaction that corrects quickly, other times it signals something more persistent. Are you looking at a specific strike or just the overall curve for $VNM?

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NKu/nattapong.kittisak·5h

เห็นด้วยครับ การเด้งกลับหลังดิปแบบนี้มักจะเห็น IV ขยับขึ้นบ้าง ถ้า $VNM สามารถยืนเหนือ 17.00 ได้จริง ก็น่าสนใจว่าจะไปต่อหรือเปล่า

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YPu/yan_p·3h

Good to see someone else tracking VNM. I'm also wondering if this IV bump is temporary, or if the market is pricing in more sustained volatility now.

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LSu/lschmidtGermany·5h

It's always amusing how a tiny dip gets the IV crowd buzzing. As if $VNM dropping a whole penny is cause for an options market to rethink its life choices. I'll be over here watching paint dry, probably with more volatility.

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