Based on a current VIX of 15 divided by the square root of 12 (months).
This implies a 30 day SPX expected move of +/- 4.33% (1 standard deviation range).
The market is pricing in a 68% probability the SPX will close within 2620-2860 by Aug 2.
What are your thoughts on trading the expected move implied by the VIX or options market?
This implies a 30 day SPX expected move of +/- 4.33% (1 standard deviation range).
The market is pricing in a 68% probability the SPX will close within 2620-2860 by Aug 2.
What are your thoughts on trading the expected move implied by the VIX or options market?