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In an August 29 Barchart article, I wrote: The economic and political factors facing markets remain why the VIX will stay ... an even more significant impact. Historical volatility or price ...
The VIX is low. But a de minimis VIX ... market expectations for volatility over the next 30 days to the level of historical volatility over the previous 30 days. Implied volatility is derived ...
How would very low and high levels of probability impact the size of the ... This chart of the VIX (in red) and the one month historical standard deviation of the S&P 500 index (in black) shows ...
She has a demonstrated history of working ... prices and premiums. As the VIX is the most widely watched measure of broad market volatility, it has a substantial impact on option prices or premiums.
The first relies on historical data and statistical calculations ... Yet, it's worth mentioning that the VIX has a direct impact on option prices and premiums, meaning that the index itself ...
People often point to roll-yield (but think about roll-yield incorrectly) to explain the exceptional historical ... low, selling high” action of XIV (when the VIX futures are in contango) has NO ...
We argued that not only are potential returns on shorting the VIX limited to just 9 points on the VIX (when the VIX was at 18.5 points) based on the historical all-time low of 9.14 points (1990 ...
October has a long history of being a month when the stock ... which continue to make record highs. The VIX reached a record low of 8.56 in November 2017. UVXY can be a valuable tool for ...