Would VIX far month futures ever spike relative to front months?

Discussion in 'Index Futures' started by Saltynuts, Apr 21, 2018.

  1. JackRab

    JackRab

    Only if someone presses the wrong buy button.

    Although, you could see a change when for instance, there's suddenly a new election in January. So expected vols in Jan will suddenly be a lot higher, without affecting the prior months much. That would mean the Jan SPX options likely be bid up quite a bit, since normally Jan is lower priced because of Christmas/New Year etc. In that case, VIX Dec futures probably rise a bit more than front or middle months.

    But that's not really a spike... that will stay elevated I guess. And it will depend on what IV's there are in that months SPX.
     
    #11     Apr 22, 2018
  2. Overnight

    Overnight

    Can't help it, sorry.
    [​IMG]
     
    #12     Apr 22, 2018