Cboe Global Markets

10-Day S&P 500 Index Realized Volatility Cut in Half

February 19, 2021

The S&P 500 Index reversal after starting the trading day positive, front of the $VIX futures curve steepens as the Mar $VIX future moves closer to spot $VIX, 10-day realized volatility cut in half this week & ratio spreads trading in Mar, Apr & May $VIX options. Host Dan Deming