This Week in VIX and VXN – 7/26/2013

For the week that ended last Friday (7/16) VIX was down and VXN was up.  This past week saw a reversal of this as VXN came back down close to in line with VIX after running up to a premium of over just a point.  This dichotomy of performance is the result of the S&P 500 (barely) being the red last week while the NADSAQ 100 rallied to gain over 1% on the back of some decent earnings report from a couple of big components in the index.

VIX rose on the week, but all the futures were lower.  Looking out along the VIX curve there was some moderate flattening.  I guess every week the S&P 500 doesn’t display some meaningful downside volatility results is less concern about any sort of volatility flare up through the rest of the year.  As a fun exercise, and since I’ve been writing these blogs for just over a year I took a look at the VIX curve on the last Friday of 2012 to see how 2012 compares to this year.  Those two curves show up on the chart below.

2012 vs 2013



  • Janusz Martynek

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  • Janusz Martynek

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