r3anand

A strange VIX pattern

Long
CBOE:VIX   Volatility S&P 500 Index
The VVIX which can be looked at as the "vix of vix" shows implied volatility on the VIX options. This shows an out performance few days before a spike in the VIX . To be precise, this divergence lasts exactly 8-9 days.

This time again, the pattern seems to be playing out as the 9th day was June 11 and the VIX is up ~7.5% today while VVIX is up just 1.5%.

Comments

yes! great observation
+1 Reply
How about the divergence from April 1 - April 19? Nothing happens there.
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Hi
Hope you well

I cant find VVIX indicator , I would highly grateful if you help me .

Best Regards
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@Amirjahan1983 it’s not an indicator. Look for it like you would a stock. Type “vvix “ in the search bar
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