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Saturday, April 01, 2017 6:32:33 PM
We seem to have these patterns.
No volatility, futures flat.
No volatility, futures go up a few percent.
No volatility, futures crash.
Actual volatility over the last 10 days is still very low at 8.13.
UVXY needs the VIX to go to 13.65 just to breakeven for the futures being bought now.
http://www.vixcentral.com/
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