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Despite relative calm of late, the post-crisis "high volatility regime" remains in place, says...

Monday, November 5, 2012, 10:56 AM ET
Despite relative calm of late, the post-crisis "high volatility regime" remains in place, says MKM's Jim Strugger. This should give the VIX (VXX) an embedded floor in the mid-teens as it awaits the next shock - "a matter of when, not if."

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This news story has 3 comments:

srmerritt Comments (4)

The daily volume on the VXX, since early October, has been about 2x to 3x of its average daily volume, most of which has been on the buy side. Once price holds above the 63ema, 41.10, which has been resistance since June, VXX could double.

5 Nov 2012, 11:59 AM Reply Like

Scoe Comments (109)

Most of the volume on the buy side ???

Half are buys and half are sells.

5 Nov 2012, 12:22 PM Reply Like

Scoe Comments (109)

"the post-crisis "high volatility regime" remains in place, "

median VIX has been 18 for the last year and 17 for the last six months. The VIX has been as low as 13. That's a pretty long time with low VIX...below historical averages.

5 Nov 2012, 12:27 PM Reply Like

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