VIX Spike

Discussion in 'Options' started by ljoseph1, Jun 6, 2005.

  1. ljoseph1


    Can anyone explain the mechanics that spiked the VIX to over 26 this morning?
  2. sorry didn't see it....
  3. ljoseph1


    I saw it spike on both esignal and DTN satellite between 8:32 and 8:37.
  4. must have been a fluke...

    vix would not move that fast unless it was the end of the world or a bad print...
  5. MTE


    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.
  6. ktm


    Definitely a bad quote.