Andrew Giovinazzi's blog
It was a barn burner of a day today with stocks notching a barely green close. The reality is that vol is dead right now. We have a potentially market shaking rate rise and VIX cash is 11.35. Dutch elections and French elections are coming and the vol markets are shrugging their shoulders. I did not think VIX Apr futures would close below 14 before Mar expiration but that is where we find ourselves today.