treasury vol dragging equity vol. current snap shot
spot 22.22
M1 20.7
M2 19.85
spread -.85 backward. this M1-M2 spread is extremely important to how uvxy rebalances.
hv 10 17.89. the new resting heart rate of vix is roughly 17-18
hv 20 and hv 30 yet to reflect current spike. as realized volatility/ HV reflects the likelihood for expanded moves increases
M1 20.7
M2 19.85
spread -.85 backward. this M1-M2 spread is extremely important to how uvxy rebalances.
hv 10 17.89. the new resting heart rate of vix is roughly 17-18
hv 20 and hv 30 yet to reflect current spike. as realized volatility/ HV reflects the likelihood for expanded moves increases