Monday, June 8, 2009

Does VIX to SPY Converge or Diverge Here?

It all comes down to one moment and a final fear vs. complacency decision will determine if the S&P can reach 1,000. Either volatility spikes and $SPY corrects or fear premium is sold and $SPY moves to 100. $VIX is the measurement of implied volatility on S&P index options.


VIX to SPY




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