Friday, April 21, 2023 1:56:47 PM
Say hello to the 1-Day VIX, launching Monday.
— Oktay Kavrak, CFA (@OKavrak) April 21, 2023
Since the "normal VIX" uses derivatives that expire 23-37 days into the future, it's not capturing the latest trend:
ODTE options.
If it succeeds in capturing the sentiment embedded in short tenor options, this will be BIG. pic.twitter.com/y4uiih066t
"Think of only three things: your God, your family and the Green Bay Packers-in that order." Vince Lombardi
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