Tag Archives: #VX

Evil Speculator: https://evilspeculator.com/the-new-old-normal/ Implied volatility has been dropping faster than an ACME anvil over the past two weeks, which stands in stark contrast to what I am seeing in the bonds market so the jury is still out whether or not we are looking at some bifurcation here (strange things happen sometimes) or if riskContinue reading “The New Normal: Higher VX Summer Prices and Excessive Contango in VX Futures”