VV 369: The Vol Worm Turns While VIX Gravity Battle Rages




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Summary: Update on the latest trades, trends and developments in the world of volatility including: VIX Cash, Spikes,VIX Futures, VVIX, VXX FROM MATT THOMPSON: Spot $VIX "gravity" on VIX futures does not get stronger when the curve is steep.  In fact, the opposite. Why?  Because steep curve = a lot of time to expiration.  and "gravity" has the greatest effect when a future is close to expiration THE CRYSTAL BALL Where will VIX/SPIKES be next week? MARK: 14.25 ROCK LOBSTER: 13.59 DAVE LINCOLN: 12:08