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Thread: Understanding Volatility

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03-02-2017, 11:54 AM	#5
_______ Veteran Join Date: Feb 2013 Location: Washoe County, Nevada Posts: 2,253	There is more than one reason for the usual disconnect between VIX and a big move up like yesterday. But one very simple one is that the underlying options that constitute the basis of the measure are overweight puts.

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