Tag Archives | VIX Data RVX Data

VIX Graph March 5, 2010

As the markets March higher – RUT is 666, easily a new high for the year – volatility indexes are heading lower.  Both VIX and RVX established new lows for the year.

There may be lots of money to be made by betting on a continued decrease in the volatility indexes.  I'd prefer a portfolio more vega neutral.


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Above: VIX

Below: RVX

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