• VIX | Trader Talk | Trade Ideas | Jan 31, 2018, 8:51 AM

    Vol 411 Follow Up More on the VIX3M / VIX Ratio

    Vol 411 Follow Up More on the VIX3M / VIX Ratio

    Yesterday on Volatility 411 I spoke about the VIX3M / VIX ratio.  For old school volatility traders VIX3M is the relatively new ticker for VXV and this is a 3-month volatility index based on S&P 500 Index Option pricing.    VIX3M tends to close at a premium relative to VIX, but that spread narrows when there’s a bit more short-term panic in the markets.  Full blown market concern is attributed to a condition where VIX3M is at a discount to VIX.  Over the[...]

Special Offers
*Third Party Advertisements

Advertisement Advertisement