SPDR S&P 500 (SPY): VIX Rule of 16: For each increment of V...

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Tuesday, 04/03/2018 11:15:56 PM

Tuesday, April 03, 2018 11:15:56 PM

VIX Rule of 16:
For each increment of Vol at 16%, expect daily swings of 1% in SPX.
Thus, VIX 32 equivalent to 2% swings.

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