• Seth Golden posted an update 2 weeks, 5 days ago

    Thrasher Analytics: Volatility: We move this week into Vol expiration with spot VIX sitting just under 26 as of Friday. The elevated Vol curve is one of the reasons inst’l investors have been kept out of this market due to risk management protocols. The Volatility of VIX (VVIX) began to move higher late-last week and several of the inputs of the Volatility Risk Trigger (VRT) are just a few points from signalling. While this razor edge level in the VRT can persist for a while or diminish all together, it’s not reason to expect an immediate spike in volatility until we have a complete trigger from the proprietary tool.

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