sentiment indicators

How do you know when a trend has started? Ended? This forum is for discussions about trend indicators and signals.
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enigma
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sentiment indicators

Post by enigma » Tue Jul 22, 2003 11:45 am

Are there available data on the implied vol. and the put/call ratio for commodity futures options that can be used similarly to the VIX (for example) for stock options as sentiment indicators?

bmitchell
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Post by bmitchell » Sat Dec 20, 2003 4:38 pm

You can get IV data on any option, as long as you have its price. Volatility and Price are the only unknowns, with one you can derive the other, so there's no reason why you should not be able to generate a vix of sorts, for whatever future you are trading.

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