VIX expectations versus the Roll Yield crushing VXX options
I feel like that title is worthy of a WWF Cage Match special. But really folks, there is something else going on. With the VIX cash closing 21.48 and the VX/F (Jan VIX Future) closing 23.75 there is a solid upward expectation that volatility in SPX is going to pop in the January Cycle. Look at the CFE home page at www.cfe.cboe.com.
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