Wednesday, 17 September 2014

Volatility continues to fall

With the FOMC announcement out of the way, the VIX was knocked lower, settling -0.6% @ 12.65, although with an intraday range of 14.53/11.73. VIX looks set to remain in the 14/10 zone for the next 3-5 weeks.




*a notable spike at the time of the FOMC announcement - back to the opening Tuesday level.. but it lasted just seconds.

Little to add.

VIX remains low, and with indexes set to climb, the VIX will remain subdued.

more later... on the indexes