Monday 5 October 2015

VIX loses the 20 threshold

With equity indexes continuing to push powerfully higher, the VIX remained in cooling mode, settling lower for the fifth consecutive day, -6.7% @ 19.54. With the loss of the 20 threshold, the mid/low teens are now due.


VIX'60min



VIX'daily5


Summary

*the lowest VIX daily close since Aug'20th.
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Little to add.  VIX is now back in the teens... it is not expecting too much to expect to see the 16/14s within 1-2 weeks.

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more later... on the indexes