Monday, 29 February 2016

VIX moderately higher

With equity indexes closing moderately weak, the VIX was naturally a little higher, settling +3.7% @ 20.55. Near term outlook threatens renewed equity upside, and that will likely equate to VIX back in the 18s, if not the 17/16s by the end of the week.




Little to add.

VIX looks set to remain broadly subdued for another few weeks. The 30 threshold looks just about in range by end month... if a March close under sp'1900.

more later... on the indexes