Volatility Crush:

VOLATILITY S&P 500TVC

الوصف

⋅ ٢٥ نيسان أبريل ٢٠١٧ ٠٦:٠٩

Last time VIX dropped this much in a single day % was in August 2011. Drops have appeared in beginning of volatility clusters (blue). VXX UVXY SVXY

التعليقات

Delta10

⋅ ٢٥ نيسان أبريل ٢٠١٧ ٠٨:٥٠

I second that opinion.