VIX Futures Tighten Up

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:

 


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Jared Woodard specializes in trading volatility as an asset class. With over a decade of experience trading options and other volatility products ... Read More

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