tasty Extras

Market Stats: Major Moves in the VIX

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Last week SPY declined roughly 6% in one day, which is a large move but not the largest by far. The VIX, however, spiked by 48% making it one of the largest VIX daily moves in the past 20 years.

Despite the fact that SPY and the VIX are highly inversely correlated, the largest declines in the SPY have resulted in a range of daily increases in the VIX. Today we look at some of these major moves in the VIX to get a better understanding of the driving forces behind implied volatility.

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