Spot Vol Beta
This gauge shows how much the VIX is reacting to moves in the S&P 500. A reading of -0.83 suggests volatility is under-reacting relative to the recent spot move, meaning fear pricing is muted compared to the size of the market move. In simple terms, options traders https://t.co/jg87rdkV12
Spot Vol Beta
This gauge shows how much the VIX is reacting to moves in the S&P 500. A reading of -0.83 suggests volatility is under-reacting relative to the recent spot move, meaning fear pricing