VIX Outlook 8.15.2012

The most unique quality about the current VIX term structure is the December 2013 contract. This could be an arbitrage opportunity for calendar spreaders with the assumption that contango resumes.

VIXTerm

I like to buy charts like the weekly VIX chart below. There is not much room for the VIX to go down further and I am expecting a sharp pullback to the upside once big news hits the screen.

VIX Weekly

VIX Hourly


David Cornes holds a degree in economics from the University of Montana.

linkedintwitter