The VIX has been all over the place today as the market opened higher, sold off hard on the combination of technical resistance combined with Syria/Russia headlines only to quickly find buyers and be back …
Continue readingAug Oct
VIX spot is up to 16.50 today, its highest level since July 3rd. Even though the SPX index is down 75 points from its August 2nd high, the VIX is still at 16.50. It’s quite …
Continue readingThe SPX index is up about 0.3% this week, after last week’s 2% loss, and VIX futures are broadly lower as a result. Here is last week’s snapshot: Compare that to today’s snapshot: Each futures …
Continue readingVIX spot is now up for 2 weeks in a row, as the market had its biggest selloff since June this week. Though we’re in the middle of August, volatility is picking up after we …
Continue readingVIX spot (and VIX futures) were down for 6 straight weeks from the week ending June 21st until this week. But the VIX rallied this week as the market is down a bit more than …
Continue readingThe SPX index had traded in basically a 25 point range for the second half of July, and realized volatility grinded to a halt. Yesterday’s breakout has changed that picture: VIX Futures have also made …
Continue readingVIX spot is basically unchanged compared to last week, but VIX futures continued lower. Last week’s weekly range in the SPX was between 1672 and 1693, and this week’s range was between 1676 and 1699. …
Continue readingVery tight range for the SPX index this week, about 21 points between the low and the high (compare that to an average weekly range of almost 50 points over the past 2 months). We …
Continue readingThe rally over the last 3 weeks has been accompanied by a move in VIX spot back below 14 for the first time since May. Not surprisingly, with that large move lower in the VIX, …
Continue readingOver the last month, while underlying volatility has been quite elevated, the SPX index has hardly moved in that time. Today’s market rally has VIX spot back down near the lows of the past month …
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