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8 was quite shocking when it happened a couple years back, and it could happen again with the CB's actions, etc. VIX spends much more time at 12, though.
The mode of VIX is somewhere in the range of 11 to 13 and this is the range that people intend when they say it's mean reverting.
It's now headed back to 12.
"Persistence is very important. You should not give up unless you are forced to give up." -- Elon Musk
Can you help answer these questions from other members on NexusFi?
Well, look at that! I guess I'm wrong, at least for the current market. I guess since the VIX can explode violently to the upside, this would rapidly reward call buyers. The VIX rarely goes down as fast as it can go up, unless it's returning from the highs if an extremely volatile and uncertain event, like an election with an unknown outcome.
Trading: Futures VX ES CL GC SI ect , STOCK and Index Options
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I do not think so. In 2018 the structure of the VIX changed a bit but permanent. Because of higher realised vol on one hand but also in periods of lower realised vol the implied was higher. I think models are more sophisticated and more premium will be paid for intraday gamma.
"The planned expanded GTH session would commence at 8:15 p.m. ET and
run until 9:15 a.m. ET the following morning. Regular trading hours
(RTH) then run from the U.S. market open at 9:30 a.m. ET until the
market close at 4:15 p.m. ET. The RTH session will also be followed
by a new curb session – an extra half hour session for electronic
trading beginning at 4:30 p.m. ET– which will be added Monday
through Friday in the third quarter of 2021. For each Monday
business day, trading in GTH would begin Sunday evening."
"Persistence is very important. You should not give up unless you are forced to give up." -- Elon Musk