VIX and front-month futures decline
VIX and front-month futures decline as market moves up. S&P is up 2.5% for the week on relatively low volatility. Spot VIX down 7 points with front-month futures down 4, from 33 to 29. Long-term futures relatively unchanged, indicating market's long-term expectation for VIX remains at around 31-32 level.
Subscribe to:
Post Comments (Atom)
Weekly market report
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
-
As I am sure all of you know Russia has began a full scale war against my home country Ukraine. Please make no mistake - Putin's goal ...
-
Many investors are looking at VIX and VSTOXX indexes as a leading indicators of volatility in equity markets, however many are confused by t...
-
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
No comments:
Post a Comment