Replies to post #378527 on SPDR S&P 500 (SPY)

[Greedy G]

~yup & 10 year bond as at 4.1 lowest three months. I dunno

[€LL-$G7$]

Yep. Uvxy and. Vixy can't get a break for nothing..ntheu used to swing a couple bucks a day

[2H2]

$USD strength continues. Not good for stonks.

[imiloa]

re: UVXY and SPY are completely disconnected today,

VIX is based on 30-day SPY options,
meaning currently calc'd based on SPY options expiring in january,
ie: after the end-of-year fund ROI window-dressing rally will cease.

in this case, won't surprise me if we see
major SPY selloff in the first week or two of jan.

so VIX and SPY might be less in sync the next couple weeks
until VIX is calc'd on late jan SPY options.

https://cdn.cboe.com/api/global/us_indices/governance/VIX_Methodology.pdf