• Henry Swann
    VIX has dropped >12% 14 times in last 3 years. Went up only 6 times the next day, but averaged 11% gain those times.
    6/18/12
    Reply (2)
    • realornot: good stats ... I see 7 times now...
      6/18/12
    • Henry Swann: When it snaps back, it really snaps back.
      6/18/12