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For less than a 2% drop in the SPX, the VIX has run up pretty hard (seems to me anyway).
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For less than a 2%
SPX 5 min divergence to monitor
Posted by frtaylor on 9th of Sep 2016 at 01:49 pm
For less than a 2% drop in the SPX, the VIX has run up pretty hard (seems to me anyway).