Volatility is Waning, Again
The data below reflects Aug. 3 prices.
Check out the VIX prices per month. At the bottom, we show the 5-, 10- and 30-year VIX averages. We are including this to provide you with some context. Historically, what we are seeing is pretty common—this is a slower time for both government and business with many on vacations and breaks during summer months.
Below, check out the forward curve for VIX futures (/VX and /VXM). The market is pricing significantly higher volatility in September.
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Cherry Picks is written in collaboration with Michael Rechenthin, PhD, Head of Data Science at tastytrade; and James Blakeway, CEO of Quiet Foundation, a data science-driven subsidiary of tastytrade.
