A Tour Around the Options World with SpotGamma's Brent Kochuba
Excess Returns
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The Impact of Zero Dt on the VIX One Day Index
The VIX measures the implied volatility of the S&P 500 index options that expire roughly 30 days out in times, you know, changes a little bit 27 to 32 days. It's become known as the fear gauge because typically the VIX will spike right as the market crashes. But all it's doing is expressing that traders are expecting kind of higher volatility.
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