The VIX price action in the past 2 days has been noteworthy. The SPX has made new all-time highs in a grinding fashion on each trading day so far this week, but the VIX is …
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The VIX has not moved much lower in the past week, despite SPX getting very close to 1600 on last night’s close. Part of it is due to higher realized volatility on a one month …
Continue readingWhat a wild week in the VIX. Here and here are a couple posts I’ve already written on the topic this week, and it’s only Wednesday. VIX spot is currently around 17, and it has …
Continue readingVIX spot is back down to near the 12 level, as the SPX makes a new all-time high today. VIX spot has actually held up a bit today, but VIX futures are seeing a more …
Continue readingVIX spot is catching a bid today, but for the third week in a row, the VIX futures curve has hardly moved. Part of it has just been a low volume environment where VIX futures …
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