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volatility

4 Jun 2015

Volatility Is Suppressed, Yet Term Structure Shifts Up Vs Last Two Years

by hedgopia | posted in: Derivatives, Technicals | 0

The saga continues.  VIX (13.66) continues to get sold off around 15. Since April, intra-day the so-called fear index has traded above 15 nine times, and only once has it been able to close out above (Chart 1).  That was … Continued

implied volatility, S&P 500 index, SPY, trendline resistance, vix, VIX to VXV ratio, volatility, VXMT, VXST, VXV

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