2024-06-21 03:15:00 ET
Summary
- VIX has increased a bit since our last update in spite of the rise in the equity market, which is rare but plausible given VIX is on the lower side of the historical range.
- VIX futures however were mixed, with the front end declining and the longer end rising.
- VIX and VIX futures are still below their average levels over the last 6 months and have some potential to go higher.
Table 1: Recent VIX History
VIX has increased a bit since our last update in spite of the rise in the equity market, which is rare but plausible given VIX is on the lower side of the historical range....
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For further details see:
Volatility And Hedging Update - June 2024