What on earth is going on with the Vix?
Dedicated Vix watchers at the Daily Options Report and Vix and More blogs are getting a little agitated.
It’s all down to the Vix futures contango, which has sharply steepened recently. More curiously still, it is running a particularly high premium for the month October.
η συνέχεια: http://ftalphaville.ft.com/blog/2010/07/14/285751/is-something-really-scary-coming-in-october/
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