December 28, 2012

VIX Term Structure at Fiscal Cliff hanger


VIX Term Structure at fiscal cliffhanger.
 

source: VIXCentral

The most unusual VIX term structure seen right at the fiscal cliff, Dec 28 2012


A previous look at the VIX term structure in Oct-2012, VIX Term Structure’s Extreme Contango in 2012.


Tags: vix term structure at fiscal cliff, fiscal cliff vix, fiscal cliffhanger