Yesterday, the VIX and the VIX curve normalized accross the board.
VIX Normalizes…for Now
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Expect a Little Follow Through
Yesterday was a serious test: was the market going to completely give it away, or was what we saw today the bottom.
As Vol Drops VXN-VIX Spread Holds
As vol rallied earlier this week, it was noted by a few people that the spread between SPX vol, the VIX and NDX vol, the VXN is at its widest point in years.
Wednesday and Vol Is Well?
The VIX is now near 14.50, and IV is now back at 75%.
GLD Vol Starting to Get Dirt Cheap Again
A while back when GLD was trading between 165-175 the IV of the options started to get silly cheap.
RVX Is Probably Cheap
While most coverage in the media is done on SPX and DJIA, the really interesting index over the last few weeks has actually been the RUT.
VIX Still Firm…Scary
At the risk of overkill, I would like to point out how firm IV was all day yesterday, in spite of the SPX being up 20 and the SPX breaking all-time highs.
Speed of SPX Rally in One Shot
As we have stated, the SPX and the VIX are acting quite differently than the last time around
VIX Has Stopped Falling
In the last 3 days, the market has rallied about 30.00 dollars in the SPX.
Option Markets Not Buying this Rally
If this was the end of the sell off, Option Markets were not buying into it.
Volatility Trends in Sell Offs
In the last year there have a been a few of these market sell offs.
Found the Vol
A few days a go we asked ‘where is the vol?’ Upon further study, we found it.