Saturday, March 26, 2011

Second Biggest Weekly VIX Drop In History

"With the VIX closing the day and the week at approximately a 17.70 level, it marks a 40% decline from its closing print recorded on March 16, when it hit 29.4, just as the Nikkei was about to flash crash to the high 7,000 range. This represents the 2nd largest closing drop in the history of the volatility index, beaten only by the weekly VIX drop from November 4, 2008 (when the VIX dropped from 80 to 47.7). And stunningly, on an intraday basis, when the VIX dropped to the day's lows of just over 17, it briefly represented the biggest weekly drop in the VIX ever."

Source: Zero Hedge - Second Biggest Weekly VIX Drop In History

1 comment:

Lavinia said...

Pai cred ca exista 2 variante. Sau a fost un soc pe termen scurt, si asta ar inseamna fundamentale ok, per total. Si nu stiu in ce masura per total avem fundamentale ok :). Sau suntem intr-o zona de volatilitate ridicata, si ar putea sa se intample ceva mai rau de atat la un moment dat. Eu asa cred :)