Whoa. $VIX and $SPX correlation

    Posted by timebandit on 10th of Feb 2021 at 01:42 pm

    Whoa. $VIX and $SPX correlation really spiked down today. Also, check out the level of decorrelation of IWM and $RVX, which happens more frequently but not to this level (nearly -1.00)

    And $VVX VOMMA Zone 110

    Posted by frtaylor on 10th of Feb 2021 at 01:52 pm

    And $VVX VOMMA Zone 110 level has been exceeded as of now. I believe you wait for EOD for this one.

    Can't wait for the update

    Posted by fredsaid on 10th of Feb 2021 at 03:52 pm

    Can't wait for the update on the this ! On the VXX Vomma that is.

    yeah I'd say the close

    Posted by matt on 10th of Feb 2021 at 02:37 pm

    yeah I'd say the close is what is important

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