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Month: March 2020

The VIX, More Like Last Month or More Like Next Month?

Posted on March 29, 2020 by robby
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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 →

General VIX, Volatility
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Mind the Volatility Gap (Spread)

Posted on March 27, 2020 by robby
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VIX is f***g high right? How high is VIX? The blue line on the histogram is VIX as of close… Continue Reading →

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