VIX Opening Gaps

I noticed something on the VIX this morning which inspired me to dig a bit deeper. It started with the realization that the VIX has experienced a marked increase in realized volatility (yes RV in IV) over the course […]

Draghi On The Tightrope

The ECB is scheduled to meet on Thursday, however it’s only an internal meeting and no new economic staff projections (ESPs) are expected. Bond investors in particular are looking for Draghi’s press conference for clues […]