March 11, 2022
Why is VIX Underperforming, Inflation Print and Upcoming Fed Meeting

Quite an eventful day today. First, it’s interesting to see a -0.4% down move in $SPX accompanied by a lower $VIX. Historically, it’s not often that $VIX loses 2 pts on a half-percent sell-off in $SPX. It still sits >30, implying daily 2% moves in $SPX. If $SPX realizes anything less than that, it should […]

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