Thursday, February 6, 2014

Some correlation of VIX with market up moving & down moving days


VIX VALUE TRADING DAYS NEGATIVE MOVES >1.5%  POSITIVE MOVES >1.5%          TOTAL+/-1.5%MOVES
<15 td=""> 80 1 2 3
15-18 221 6 13 19
18-20 177 6 16 22
20-23 243 19 25 44
23-25 102 14 10 24
25-28 163 14 20 34
28-30 65 20 9 29
30-35 55 7 11 18
35-40 63 8 21 29
>40 60 16 14 30

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