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A Look at Volatility Index (VIX) Since QE2 Began

Posted By Anna W On May 24, 2011 @ 12:00 pm In Markets,Options,Technical Analysis | Comments Disabled

Since QE2, Volatility has been falling.

As the fascinating chart below from Ron Griess [1] shows, the volatility of markets, post Flash Crash was drifiting lower until the modest sell off in March 2011 sent the VIX spiking.

click for larger chart

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URL to article: http://www.ritholtz.com/blog/2011/05/vix-since-qe2/

URLs in this post:

[1] Ron Griess: http://www.thechartstore.com

[2] Image: http://www.ritholtz.com/blog/wp-content/uploads/2011/05/3.gif

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