Quirkiness in the VOL Arena
Chart below plots n-t VOL (VIX) vs. 3 mo VOL (VXV) on a ratio basis. As I type at 3:55 PM EST on 7/17/14 that ratio is printing ~1.20. Note that in the chart below, via the horizontal green line,…
Chart below plots n-t VOL (VIX) vs. 3 mo VOL (VXV) on a ratio basis. As I type at 3:55 PM EST on 7/17/14 that ratio is printing ~1.20. Note that in the chart below, via the horizontal green line,…