Market Measures - January 6, 2021 - VIX Variability & Short Delta

published 1 week ago by tastytrade, Inc.

On average, when the market goes up, the VIX moves down, but with less magnitude than when the market moves down and VIX moves up. Since the probability of VIX and SPY moving inversely of each other is 80%, having short deltas on in our portfolio wi...

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