Three out of four volatility indexes that based their levels on SPX option trading were higher last week. VIX was the lone loser with 9-day, 3-month, and 6-month volatility indexes all moving higher.
The long volatility linked ETPs, based on US volatility, were all higher last week. Note things were different in Europe as EVIX was lower and EXIV gained. Also, I continue to keep an eye on TYVIX which is showing signs of life as the talk of the end of the bull market in bonds[...]