Tag Archives: VXMT

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Big SPX Term Structure Shift Today

Today I completed number two of the trifecta of webcasts on trading volatility being offered at CBOE this week.   Today’s webcast was on the CBOE Short-Term Volatility Index (VXST), but I did spend some time talking about the term structure of SPX volatility that can be determined by putting together the four volatility indexes that […]