Discussion in 'Options' started by ljoseph1, Jun 6, 2005.
Can anyone explain the mechanics that spiked the VIX to over 26 this morning?
sorry didn't see it....
I saw it spike on both esignal and DTN satellite between 8:32 and 8:37.
must have been a fluke...
vix would not move that fast unless it was the end of the world or a bad print...
I saw it too. VIX measures the IV of SPX options so if the options' IV spiked up for some reason, VIX would reflect that.
It might've been just a bad quote though.
Definitely a bad quote.
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