StockTwits
07-13-2010, 12:30 PM
VIX and More: Unusual Volatility Index Divergence (http://abnormalreturns.com/links/165833/visit) (vixandmore.blogspot.com)
by VIXandMore about 11 hours ago
Since I have not seen this mentioned elsewhere, I thought I should point out that there was an interesting and very unusual divergence in the major U.S. volatility indices today. As the chart below shows, both VXO and RVX posted substantial gains, up 5.7% and 4.5% respectively. The other three major volatility indices declined, with VXN down 1.9%, VIX down 2.2% and VXD down 3.6%.
read more... (http://abnormalreturns.com/links/index?date=07/13/2010#165833)
by VIXandMore about 11 hours ago
Since I have not seen this mentioned elsewhere, I thought I should point out that there was an interesting and very unusual divergence in the major U.S. volatility indices today. As the chart below shows, both VXO and RVX posted substantial gains, up 5.7% and 4.5% respectively. The other three major volatility indices declined, with VXN down 1.9%, VIX down 2.2% and VXD down 3.6%.
read more... (http://abnormalreturns.com/links/index?date=07/13/2010#165833)