What's Behind Last Week's Unprecedented Meltup In The Volatility Index? Citadel Explains
August 30, 2020 at 15:40 PM EDT
One curious observation was the recent meltup in the VIX, and especially the Nasdaq Vol index, which was tracking the Nasdaq last week; a paradox when considering that the Nasdaq just hit all time highs virtually every day - which should depress vol.