Volatility Strategies

Steady VIX Rise Points To Change In Market Structure

Oct 30, 2018

The Cboe Volatility Index has now sustained a move above 15 for three weeks. This steady move higher also contrasts with the VIX’s brief spikes during market routs in the last couple of years, such as Feb. 5 this year, when the index would be quickly battened down. Market observers are attributing the new move higher to a change in market structure, as well as persistent concerns about U.S. equities.

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