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JohnKicklighter

Another Bout of Imploding Risk Premium as VXST Tumbles

CBOE S&P 500 9-Day Volatility Index (CBOE_DLY:VIX9D)  
JohnKicklighter  
CBOE_DLY:VIX9D   CBOE S&P 500 9-Day Volatility Index
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Between Friday and Monday's implied volatility deflation, we have seen the biggest two-day drop in short-term uncertainty for the SPX-derived VXST since the period after the December 17 FOMC decision. That policy gathering was about relief that rate hikes weren't imminent, this one is about China and Greece pulling back from the precipice and representing systemic threats.
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