Wednesday 17 September 2014

Volatility continues to fall

With the FOMC announcement out of the way, the VIX was knocked lower, settling -0.6% @ 12.65, although with an intraday range of 14.53/11.73. VIX looks set to remain in the 14/10 zone for the next 3-5 weeks.


VIX60min


VIX'daily3


Summary

*a notable spike at the time of the FOMC announcement - back to the opening Tuesday level.. but it lasted just seconds.
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Little to add.

VIX remains low, and with indexes set to climb, the VIX will remain subdued.
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more later... on the indexes