A look at intermediate term volatility

VIX/VIX3MCBOE

Description

⋅ Aug 1, 2015 4:08 PM

I'm not a big fan of using static values on the VIX. A look at VIX/VXV shows that when the VIX makes a big move relative to the VXV the market is likely near a turning point. I have used a keltner channel as a filter to show only the extreme moves.