We have dedicated several blogs to educating our option traders on how the VIX tricks the trader. We saw this again today. While the VIX ended up slightly down on the day, by no means was volatility down. Again, getting more granular and looking at strike prices, we can see that IV was infact up.
Here are the 1320 and 1335 strike prices, yesterday's and today's ATM contracts.
1320
1335
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