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Trading > Daily Options Report

The Calendar Strikes Back

Daily Options Report | Mon, 07/06/2009 - 10:35am | Add a comment

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You know those calendar quirks in the VIX I often mention? The early action today provides a good example. We have a VIX up 7% or so as I type. Which sounds reasonable given the weak market. But at the same time we see VXX up only about .40%. Again, VXX is a perpetual 30 day VIX future. On an
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Trading > Daily Options Report

The Calendar Strikes Back

Daily Options Report | Mon, 07/06/2009 - 10:35am | Add a comment

Comments

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