

Implied volatility of VIX options fell, while VSTOXX remained unchanged. As I wrote before, liquidity in VSTOXX options is lower than the VIX, and combined with options expiration coming on Wednesday I don't think we can read much into the numbers.


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