VIX Futures Tighten Up
Thu, Dec 27, 2012 | Jared Woodard
Traders are bidding up VIX futures this week and the front two months are flat. The front four contracts are plotted below – the narrower the range, the closer the term structure is to backwardation, which historically has been a very short-term bearish signal for the market.
First 4 VIX futures, Nov-Dec 2012. Source: CFE, Condor Options
While we wait:
0 Comments For This Post
1 Trackbacks For This Post
December 28th, 2012 at 5:32 am
[...] on condoroptions.com Share this:TwitterFacebookLike this:LikeBe the first to like this. PermalinkLeave a [...]
Leave a Reply