According to @goldmansachs, the fair value of $VIX here is 25.
The chart shows an inverted $VIX (inverted) against the CTA technical threshold breach.
$VIX is 18.
I'd say that's a mis-pricing worth buying...and I've been saying this (see below).
The chart shows an inverted $VIX (inverted) against the CTA technical threshold breach.
$VIX is 18.
I'd say that's a mis-pricing worth buying...and I've been saying this (see below).
