Monday, October 20, 2008

The VIX in the Context of Historical Volatility of the SPX

The chart below uses the same data (7/1 - 10/17/08) as the chart from the previous post , but adds the VIX to the mix to make it easy to see where the VIX has ranged relative to the historical volatility of the SPX for the past few months.

[source: VIX and More]

Posted by Bill Luby at 11:27 AM

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