Simple Question about VIX

Discussion in 'Options' started by Deviouz, Mar 23, 2009.

  1. Volare

    Volare

    Mark, this is a good point. You shud expand on this. Your blog is interesting.

    My two cents on the skew as it relates to VIX to try to answer the original question. As Mark indicated above the skew dynamics play a role in VIX direction. If skew steepens VIX goes up. So if stock goes down but skew flattens you may see VIX go down as well.
     
    #11     Jun 10, 2009