VIX Futures Market Outlook
It’s been interesting to watch the VIX futures over the past few weeks. While the action in SPX options has pushed the cash VIX up to fascinating extremes, the longer-dated VIX futures have been somewhat less responsive, as you’d expect. Which is not to say that VIX futures have been unresponsive. The chart above displays the cash VIX and current VIX futures prices as of about 10:00AM EST on October 17, 2008. This term structure says two significant…
Friday, October 17, 2008
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