VIX - Convergence
CASH/SPOT VIX will converge with AUGUST CT @ Close as it always does.
As we move from AUG M1 settle into SEP (M1) / M2 (OCT) the spread is now
24 Ticks.
Pay close attention to how it squares end of day.
It will provide solid indications for Thursday/Friday EOW trading.
Settlement has a decided SKEW to those paying close attention :)
As we move from AUG M1 settle into SEP (M1) / M2 (OCT) the spread is now
24 Ticks.
Pay close attention to how it squares end of day.
It will provide solid indications for Thursday/Friday EOW trading.
Settlement has a decided SKEW to those paying close attention :)
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