Matt, The divergence is clear, can you draw any conclusions from
this maybe with historical perspective? I did put in more
time than I thought to download the data (goes back to 2007 someone
back calculated the Vix of the Vix, aka VVIX). Spreadsheet
is here for any intrepid analyst to add the SPX on the second left
side axis, and zoom in to tighter timeframes. The
recent sharp move up in the VVIX / VIX ratio does not look
unprecedented. I did some offset averages and didn't
really see anything compelling.
Bollinger Bands really pinching on the VVIX
Posted by matt on 28th of Nov 2023 at 03:21 pm
$SPX - Chart Link- really pinching on the VVIX, not with the VIX, definitely noteworthy
$VIX - Chart Link-
Matt, The divergence is clear,
Posted by steveo on 28th of Nov 2023 at 08:09 pm
Matt, The divergence is clear, can you draw any conclusions from this maybe with historical perspective? I did put in more time than I thought to download the data (goes back to 2007 someone back calculated the Vix of the Vix, aka VVIX). Spreadsheet is here for any intrepid analyst to add the SPX on the second left side axis, and zoom in to tighter timeframes. The recent sharp move up in the VVIX / VIX ratio does not look unprecedented. I did some offset averages and didn't really see anything compelling.
https://app.box.com/s/m5mqjr9pgdlud9m60jm28znbutn4gvbc