Wednesday 24 December 2014

Volatility melting into the holidays

With equities breaking new historic highs in the Dow and sp'500 (with Trans/R2K set to follow.. within days), the VIX was naturally melting lower for a sixth day, -2.9% @ 14.37. By year end, VIX is set to hit the 12/11s.


VIX'daily3


Summary

Six days down for the VIX.. probably another 1-2 to go.
--

more later.. on the indexes