• Seth Golden posted an update 3 years, 9 months ago

    JPM notes that VIX has spent almost 100 days days in high vol regime since the Corona crisis according to their VIX HMM model. The 2008 crisis had the VIX spend 329 days in high vol regime, but of course, the crisis back then was different. TME’s take remains, use elevated equity volatility for net short premium selling strategies as “summer box” (consolidation) remains intact.

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