Volatility Collapse

October 27, 2011
  • The VIX peaked in early August at 47.
  • For three months the VIX has been range bound between 30-47.
  • With yesterday’s announcements in from Europe, the volatility index is down 15% to 25.5.
  • The market is back to the higher-end of what was “normal” all through September 2010 – July 2011.
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