The downward march in implied volatility continued over the past week. VIX futures all the way out to Dec 2012 are all below 20, though the term structure of VIX futures is still quite steep …
Continue readingThe downward march in implied volatility continued over the past week. VIX futures all the way out to Dec 2012 are all below 20, though the term structure of VIX futures is still quite steep …
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