Tag Archives: VIX futures options
VIX Hit Below 10 in Q2: What Do We Know From the Past?
With the French election ending in the defeat of Le Pen, one more risk factor has been removed from the table and low volatility has returned. In Q2, the CBOE Volatility Index (VIX®) fell below 10 seven times, and the closing level of 9.75 on June 2, 2017, was the lowest since 1993. Do these…
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