Edge Hunter Curve

Data from Cboe Livevol

VIX expanding today

SPX and VIX is moving sharply today. Upside IV is starting to drift lower relative to the ATM. Mostly VIX futures are not responding suggestion the selloff could be short lived.

Follow Andrew@optionvol You can hear Andrew on Option Block every week. Follow Mark@optionpit You can hear Mark on Volatility Views every week.  Volatility View Crystal Ball is on Friday’s.

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