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SPX 30 day expected move
S&P 500 Index
SPX 30 day expected move
By dime
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Jul 3, 2018
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Jul 3, 2018
Based on a current VIX of 15 divided by the square root of 12 (months).
This implies a 30 day SPX expected move of +/- 4.33% (1 standard deviation range).
The market is pricing in a 68% probability the SPX will close within 2620-2860 by Aug 2.
What are your thoughts on trading the expected move implied by the VIX or options market?
Beyond Technical Analysis
ES
SPX (S&P 500 Index)
SPDR S&P 500 ETF (SPY)
VIX CBOE Volatility Index
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