A quick review of a the VIX term structure as it stands now compared to start of year prices.
Tag Archive 'Term Structure'
VIX is moving again and, as in her habit, she is moving hard and fast. If you like that kind of rough tumble action then this post might give you some insights into her enticing curves.
There are few things nicer in the early hours of the morning than seeing a smoothly convex term structure (or maybe that’s just me). This article reviews the progress over the VIX term structure and, what appears to be, some progression from steepness to smoothness.