Extreme weakness is real estate. Should drag the benchmarks; great place to open up pairs if you want to be delta neutral.
Major gaps in quite a few indices, with VIX @ record lows.
RWX major gap down. This level of weakness with VIX only @ 12??????
PIN ETF drops 25%. I dont think that is a bad tick or a split. INDIA VIX is so bad out of line, and so is our American VIX . Keep an eye out for developments in South Asia.
This is going to end ' really interestingly' to say the least. Monitor the Skew.
Hypothesis for the LONG VIX - Real estate is decoupled from rest of the market; this "should" unfold interestingly..
VIX long till 70. Huge divergences in market. Extreme weakness in REIT's "should" drag down the rest of the benchmarks.
GASX/VIX to revert to target of 1.
Watch out....VIX and VXIBM are stretched. Great pairs trade coming up. Short IBM vol and Long VIX.
Massive divergence in benchmarks vs healthcare. Take a note and position accordingly. Could be a great pairs trade setup here if you want a delta neutral setup.
Surprised that VIX is so far out of line as compared to VOLATILITY from KRW. Unsure if it is a bad candle; doesn't appear to me...
Where is the VIX. I hope the Volatility Spike in KRW Volatility is not real; or is it?