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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 level has been exceeded as of now. I believe you wait for EOD for this one.
Can't wait for the update on the this ! On the VXX Vomma that is.
yeah I'd say the close is what is important
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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