Thursday, October 29, 2009

It Takes Two to Contango...

Today's VIX Sonar Report had a great explanation of Contango versus Backwardation in VIX futures.

In Monday's Mail Time- VIX Options post, I alluded to Contango and Backwardation and the effect each can have on VIX options.

The CBOE also put out a 5 minute video comparing the VIX today vs. a year ago. I had trouble embedding the video, so just click on the following if you want to view it: CBOE VIX Video

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