Posts tagged with VIX

This is how much people love to talk about and speculate on $AAPL.

The CBOE puts out a volatility index specifically on Apple stock. (Google has one too.)


XIV does not get you short the VIX. Not even close.

Look at that vol! What is going on, world?

The VIX has a daily autocorrelation of −.04, a weekly autocorrelation of −.21, and a monthly autocorrelation of −.12.
Euan Sinclair, Volatility Trading