People have been rushing to buy puts the past few days which shows in the implied volatility spike for the VXST vs the 30 day VIX. Could be indicative of a VST bottom in the S&P.
implied volatility spike the last few days
Started by
Charvo
, Mar 23 2017 09:12 PM
1 reply to this topic
#2
tommyt
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- Traders-Talk User
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Posted 23 March 2017 - 10:48 PM
The weekly options for tomorrow had juice, awaiting the vote. When the delay was announced they went poof. Now they are cheap if something were to happen tomorrow. Thanks for sharing that tool.
Edited by tommyt, 23 March 2017 - 10:49 PM.
