Tag: Ms Vega
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Ms Vega is Here to Stay
Pls allow me introduce you to Ms Vega. Ms Vega is my personification for Implied Volatility. As of this writing, there is almost 3% IV difference for SPY ATM options, VIX is at 24, VIX Oct futures are at 30, a 25% difference!! Though nothing is certain in the markets, this skew does indicate that…