Showing posts with label vix atm volatility. Show all posts
Showing posts with label vix atm volatility. Show all posts
Week in Volatility
There been a lot of action this week: we started off bearish, but overnight on Thursday reversed the course with a very bullish action. Week to week indexes remain almost unched, but what is clear that the markets are getting jittery.
Week in Volatility
From the volatility view it was a decidedly mixed week - VIX up, VSTOXX down.
While the volatility did its own thing I was watching the skew on VIX and VXX, and while I cannot point to any quantitative measures I have a strong feeling that something unusual was taking place this week. ATM vols on the VIX were up, but that is the usual pattern with VIX vols, and nothing out of the ordinary.
While the volatility did its own thing I was watching the skew on VIX and VXX, and while I cannot point to any quantitative measures I have a strong feeling that something unusual was taking place this week. ATM vols on the VIX were up, but that is the usual pattern with VIX vols, and nothing out of the ordinary.
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