McMillan We have been cautioning about a potential increase in implied volatility ($VIX) for some time. We are not alone in our opinion, which is perhaps one reason why volatility has remained low: "everyone" is all set with long $VIX calls or long $SPX puts, waiting for the volatility explosion, and the majority is often wrong.
McMillan We have been cautioning about a potential increase in implied volatility ($VIX) for some time.
We are not alone in our opinion, which is perhaps one reason why volatility has remained low: "everyone" is all set with long $VIX calls or long $SPX puts, waiting for the volatility explosion, and the...
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McMillan We have been cautioning about a potential increase in implied volatility ($VIX) for some time. We are not alone in our opinion, which is perhaps one reason why volatility has remained low: "everyone" is all set with long $VIX calls or long $SPX puts, waiting for the volatility explosion, and the majority is often wrong. However, $VIX has essentially refused to move higher.
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