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Trading > Daily Options Report

VIX Not As Waxed as Meets the Eye?

Daily Options Report | Mon, 03/16/2009 - 3:25pm | Options Trading, spx, stock option, stock trading, stocks options, VIX, Volatility Index |  1 comment

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Got some good comments in regards to this segment of a post the other day. The Inverse relationship between VIX and SPX has much to do with the skew of the options board and the formula used in any volatility calculation. What I mean is in normal skew, the lower the strike, the higher the
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