I think the VIX is an oddity, in that it mean reverts to a long
term number. So the market is basically saying that the vix
is momentarily "shocked" downwards right now. (similar to how
you know gas prices are higher in the peak of winter but the spot
price might be settling that day, very low)
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vix
Posted by stzsam on 11th of Jan 2010 at 12:43 pm
can someone explain why the VIX in the money calls and puts imply a price of 19.80 and the actual price is 17.40 at 11:40 central time.
I think the VIX is
Posted by riskmanagerjeff on 11th of Jan 2010 at 12:56 pm
I think the VIX is an oddity, in that it mean reverts to a long term number. So the market is basically saying that the vix is momentarily "shocked" downwards right now. (similar to how you know gas prices are higher in the peak of winter but the spot price might be settling that day, very low)