I think the implication is that the selling of calls in large numbers puts sellign pressure on the price of the calls which lowers their relative price. As the price drops, the IV also drops holding all other things constant. If the market rises and more large players are selling calls rather than buying puts to hedge then the idea is that this action will bring hte Vix down. This of course ignores the skew in the index puts and other factors but is the basic explanation.