Why VIX in not exploding today?

[kashirin]

I'd expect it to be up 10-20%

no fear?

 

[gobar]

i was also confused when i saw vix up only $1.. and dow down 150 pts...

 

[MrDODGE]

Quote from kashirin:

I'd expect it to be up 10-20%

no fear?

I am wondering the same thing, bounce later today?

 

[atticus]

Floor is pricing in Monday's post-holiday vol.

 

[stock_trad3r]

Thx vix is still below the august 16th highs. That was quite a wild day.

 

[Cutten]

I've no idea, but it makes me pretty darn nervous.

 

[yip1997]

I have the same question.

For example, RUT Dec 640 Put was priced at around 4.00 last Friday, and now priced at 3.25. I thought the weekend decay was already price in last Friday afternoon.

Is VIX or IV in general higher at expiration week? Thanks for the info.

 

[crgarcia]

Quote from kashirin:

I'd expect it to be up 10-20%

no fear?

IMO the VIX is mostly traded by professionals, not amateur traders.

Maybe the pros are already celebrating the thanksgiving holiday...

 

[stock_trad3r]

The vix is logarithmic. As the vix rises , each increment higher becomes exponentially harder to attain.

 

[nazzdack]

Panic-prone institutional investors have stopped trading for the year. They don't want to jeopardize their bonuses at this time of the year.