Scratching your head about a lower VIX (VXX -2.4%) even with stocks down? Don't forget the roll,...
Scratching your head about a lower VIX (VXX -2.4%) even with stocks down? Don't forget the roll, writes Bill Luby. Today is the day SPX options contracts roll forward one month. A particularly large difference between near-term and further out term volatilities causes the VIX to be substantially depressed, though this should diminsh over time.
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at Nasdaq.com (Apr 9, 2015)
at Nasdaq.com (Mar 25, 2015)
at Benzinga.com (Jan 8, 2015)
at CNBC.com (Jan 8, 2015)
at Benzinga.com (Jan 4, 2015)
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