VIX Backwardation PT3: The M1-M2 (VX1,VX2) Spread Risk
In our first two posts here and here about backwardation we described the fundamental meaning of an IVX backwardation. Namely… Continue Reading
VIX
The VIX, More Like Last Month or More Like Next Month?
In our last post: https://www.discretionarydystopia.com/mind-the-volatility-gap-spread/ We described that the VIX index should be thought of relative to historical volatility. And… Continue Reading
VIX Backwardation PT2: The M1-M2 (VX1,VX2) Spread Risk
In our last post: https://www.discretionarydystopia.com/backwardation-pt1-the-m1-m2-vx1vx2-spread/ We described the fundamental meaning of VIX backwardation. Namely that it hints markets participants may… Continue Reading