Sunday, June 28, 2009

Some Charts on Volatility

Note that the Dollar Value of Range is below 2008 levels because while VIX much higher than those months in 2008, the index is much lower so higher % is actually less in dollars.

This next chart shows that VIX has every year since 1990 traded under 19 at some point during the year --- and many years less than 15. This is not a forecast --- just a hope that history changes and we are not headed there anytime soon as that would imply even worse dollar value of range.

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