tekram

VIX's Double Jump

Tradestation data $VXO.X to Jan 1986
When has VXO advances >= 13% each of 2 consecutive days?
09/12/1986 16.2957 %
10/19/1987 312.9502 %
08/06/1990 23.9563 %
07/23/1996 13.4696 %
03/11/2004 15.4787 %
07/27/2007 15.2503 %
11/06/2008 19.7388 %

When has the VXO index jumped >=12 pts in two days combined?
10/21/1987 76.28
10/22/1987 37.78
10/28/1987 32.09
10/29/1987 32.85
10/30/1987 19.83
10/13/2008 15.40
10/14/2008 27.54
10/20/2008 17.62
10/21/2008 15.28
10/28/2008 13.35
11/04/2008 13.41

VIX vs VXO vixandmore.blogspot.co...