The VIX below 15 is low? The realized volatility on the S&P 500 over the last 7 days is...

|By:, SA News Editor

The VIX below 15 is low? The realized volatility on the S&P 500 over the last 7 days is 1.87, according to a trader (the VIX measures expected volatility over the coming 30 days). It may not be a record as he has spotted a 7-day period in June 1996 when it measured 1.28.