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  • VIX | Trader Talk | Trade Ideas | Oct 22, 2017, 9:24 AM

    Weekend Review of Volatility Indexes and ETPs - 10/16/2017 - 10/20/2017

    Weekend Review of Volatility Indexes and ETPs - 10/16/2017 - 10/20/2017

    The short term volatility indexes (VXST and VIX) were up a bit last week as the S&P 500 set multiple all-time closing record highs last week.  VIX3M (formerly VXV) and VXMT were both up slightly resulting the rare ‘term-structure twist’.  It’s really not that rare, I just had a nature documentary voice in my head as I typed that.  The table below has few surprises (beyond VXST and VIX higher).  TYVIX heading to higher levels is a bit of a head scratcher[...]