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    June 1, 2020

    Why Don’t VIX Options Move In Step With the Underlying Futures?

    Today is a great day to talk about the VIX.  It can be confusing. The VIX index and futures are connected by a statistical relationship that depends on how fast the VIX tends to move toward its average level, the volatility of the index and how much time is left until expiration. Near expiration, the […]

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    July 31, 2019

    Why Don’t VIX Options Move In Step With the Underlying Futures?

    Today is a great day to talk about the VIX.  It can be confusing. The VIX index and futures are connected by a statistical relationship that depends on how fast the VIX tends to move toward its average level, the volatility of the index and how much time is left until expiration. Near expiration, the […]

    Read Article