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Don Fishback's on fire this week looking into the

Posted on July 10, 2008

Don Fishback's on fire this week looking into the the lack of VIX pop.I didn t want to take too much time, and go overboard on the analysis. Which means I took some liberties with respect to the mathematics in trying to make things relatively simple. But the result is pretty much in line with what quite a few of you expected.A major reason why VIX is as low as it is with respect to individual stock option volatility is due in large part to the relatively low correlation in the market. One stock tanks while another stock skyrockets. Both stocks have huge volatility. But the index remains unch...

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options , volatility