Negative VEX

My posts keep getting banned for linking to twitter content so I'll keep this brief.

Keep an eye on the vix after open today. Any sustained move up over 40 is likely to cause big moves down > -6%

This is likely where the market could enter negative VEX.

most notable -VEX were the corona crash
快照

and in late 2008
快照

I don't have the tool programmed to view Vanna Exposure (VEX) yet, I hope to complete in a few weeks.

Probable too late. Putin is putting the Put in puts.
Beyond Technical Analysisnegativevannavex

更多:

相关出版物

免责声明