Quote:
Originally Posted by PaceAdvantage
So major US markets close the day down anywhere between 2-3.3% but the VIX barely moved...this has been a trend lately...big market moves with little VIX movement...
Anyone have any theories?
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Many articles at Zerohedge have mentioned higher than normal recent options buying clustered on expiration dates 0 to 1 days out.
If true, probably one of the reasons the VIX hasn't closed over 30 since 10-19-2022.
-jp
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