About this document
VIX Trends and Options Expiration Insights by Alex is a document available to read on EtoBox.
The document discusses how the VIX index, which measures implied volatility of S&P 500 options, tends to behave around monthly options expiration dates. Specifically, it notes that studies have shown implied volatility tends to decline, or "fade", in the week leading up to expiration as traders roll over positions from one month to the next. This effect can be traded by taking long positions in stocks and selling volatility. While this pattern does not occur every month, skilled traders can identify when it
- Author
- Alex
- Language
- EN