$VIXMar

Mar VIX on top of VIX with SPX on the Top

 

Rumors or facts are circulating outside of DC for once.  It looks like a midsize hedge fund had to close a short contract position and helped the VIX to a nasty settlement on Wednesday by helping up the IV in SPX.  The Total Tuesday Vol Crush gave way to the VIX pop on Wednesday and early Thursday.  What it did set up was a strange dynamic in the VIX futures.

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