volatility analysis, page-9

appreciate the charts and analysis

article on Vix on bloomberg today withn an interesting observation on its skew as defined by the difference on implied volatility of puts and calls 10% out of the money expiring in 3 months.

http://www.bloomberg.com/news/2011-09-28/vix-traders-see-rally-evaporating-with-futures-50-above-average-options.html


extract

Implied volatility for S&P 500 contracts betting on 10 percent losses has risen 11.74 points higher than calls wagering on 10 percent gains, according to data compiled by Bloomberg. That compares with the 15-month high of 12.33 points set on Aug. 24 for the pricing difference known as skew. Swings in the stock market have widened, which may drive options prices higher. S&P 500 realized volatility for the past 60 days is 34.65, its highest level since June 2009

I don't know if skew charts are readily available but here is an older chart