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Re: Justa Werkenstiff post# 97738

Wednesday, 04/16/2003 1:15:36 PM

Wednesday, April 16, 2003 1:15:36 PM

Post# of 704047
Re: VXN/VIX distortion during opex week

Justa,

the call sellers who have sold them at high volatility premiums would take lower losses if they would buy them back at lower volatility, wouldn't they?

Is that one of the possible reasons for VIX/VXN distortion you are writing about?

George

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