A Tour Around the Options World with SpotGamma's Brent Kochuba
Excess Returns
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Fixed Strike Volatility for the S&P 500
The VIX was up a little bit with the CPI and the FOMC tomorrow. And so there's still some longer data hedging occur around some of these events. So whether the VIX is 14 or 16, whatever, if you divide that by the number 16, that tells you what traders are expecting as a one day move for the S&P 500.
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