Friday, 25 April 2014

Volatility climbs into the weekend

With equities weak, the VIX opened moderately higher, and generally climbed (if slowly) all the way into the Friday close, settling +6.1% @ 14.13. Near term outlook offers a minor chance of upside into the low 15s, before falling back into the 13/12s.


vix'60min


vix'daily3


vix'weekly


Summary

*across the week, the VIX gained a moderate 5.8%
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Suffice to say, the VIX remains very low, despite today's moderate gains. The big VIX 20 threshold remains a considerable way higher, and I don't expect that to be hit for some weeks.
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more later...on the indexes