L ljoseph1 Jun 6, 2005 #1 Can anyone explain the mechanics that spiked the VIX to over 26 this morning?
C chiguy Jun 6, 2005 #4 must have been a fluke... vix would not move that fast unless it was the end of the world or a bad print...
must have been a fluke... vix would not move that fast unless it was the end of the world or a bad print...
M MTE Jun 6, 2005 #5 I saw it too. VIX measures the IV of SPX options so if the options' IV spiked up for some reason, VIX would reflect that. It might've been just a bad quote though.
I saw it too. VIX measures the IV of SPX options so if the options' IV spiked up for some reason, VIX would reflect that. It might've been just a bad quote though.
