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Strategies & Market Trends : John Pitera's Market Laboratory

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sixty2nds

To: The Ox who wrote (18759)	2/16/2017 3:38:21 PM
From: John Pitera	1 Recommendation Read Replies (3) of 33421

HI Ox, very good article. The VIX has a low average over the last 200 trading days. I am seeing a figure of 13.88, I had heard one of the option mavens reference a 12.9 figure, they may have been using the past 150 days. I believe you have to go back and include a large data set to get up to a historical average of 20. It's has certainly been low.. on Feb. 1st we were actually under 10 during the day which is a very low implied volatility reading. John

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