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本帖最后由 ypm968 于 2010-8-5 15:04 编辑
Eye of the storm
Today I saw more bearish VIX bets. Even though VIX cash was down 0.50%, both VIX August and September futures were up. VIX Sep. future closed at 27.60, VIX cash closed at 22.10, the spread is 5.5 about 25%. In six weeks this spread will be closed. So either VIX future goes down, or VIX cash goes up. Either way a major event will happen. |
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