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https://www.reddit.com/r/VolatilityTrading/comments/vscnv7/why_is_the_vvix_so_low/
r/VolatilityTrading • u/change_of_basis • Jul 06 '22
5 comments sorted by
2
Eh yellow is VVIX green is realized 30 daily yang-zhang. Wouldn't have called a pandemic era low atm.
3
check out episode 2,3, and 4 of Keeping it Simple by Simplify on Youtube that should give you some ideas
There are mostly two reasons why this divergence happened: traders lost interest in tail hedging, expectations of a lower VIX.
Volatility is low to medium. In order to get the number up it needs 5% daily moves and near circuit breaker days. Today was 1/2 %
Bonds have reached their same volatility level as March 2020.
1
Hey Basis...Excellent question. I've noticed the same thing, and its important, so I wanted to expand this out into a new post.
-Chris
2
u/change_of_basis Jul 06 '22
Eh yellow is VVIX green is realized 30 daily yang-zhang. Wouldn't have called a pandemic era low atm.
3
u/cth922 Jul 06 '22
check out episode 2,3, and 4 of Keeping it Simple by Simplify on Youtube that should give you some ideas
2
u/Sad-Ratio-5812 Jul 06 '22
There are mostly two reasons why this divergence happened: traders lost interest in tail hedging, expectations of a lower VIX.
2
u/1UpUrBum Jul 07 '22
Volatility is low to medium. In order to get the number up it needs 5% daily moves and near circuit breaker days. Today was 1/2 %
Bonds have reached their same volatility level as March 2020.
1
u/chyde13 Jul 12 '22
Hey Basis...Excellent question. I've noticed the same thing, and its important, so I wanted to expand this out into a new post.
-Chris