Nov 19, 2013

Is VIX Curve Too Steep?

Excellent note from Dynamika Capital on recent VIX term structure. 

1 comment:

  1. Anonymous11/19/2013

    Good read. I was just looking for some information on this steep curve and this post hits the spot. The only question I have remain is what causes the steepness. The note doesn't seem to offer an explanation in this regard.