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Strategies & Market Trends : John Pitera's Market Laboratory

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To: Davy Crockett who wrote (18057)	3/28/2016 8:17:15 AM
From: John Pitera	Read Replies (1) of 33421

Hi Davy, the VIX term structure looks just like the classic model of implied volatility of an option.. where you see maximum decay in the life of an option occur the last 45 days prior to expiration on US options. the CBOE.com site has some interesting tools... some of which are free. a world of information more readily available compared to 20 or 30 years ago. cboe.com John

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