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Some Sonar

Daily Options Report | Tue, 07/07/2009 - 6:09am |  Add a comment

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Interesting day in the VIX yesterday as it popped as much as 7% or so before settling up 4%. VXX underperformed as we noted, and closed down 1.25%. Which translates into a blah day in the VIX futures, which held pretty steady. But that didn't stop the VIX call speculators. Again. As Andrew notes
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