This is a good idea - and I was tempted to get into volatility here in this post. But agreed - a follow up on vol is in order. The last post I've written on the topic was in May: https://thelastbearstanding.substack.com/p/the-volatility-squeeze-part-3
My conclusion was that we shouldn't expect a vol spike until the vol-of-vol turns around…
My conclusion was that we shouldn't expect a vol spike until the vol-of-vol turns around. VVIX fell dramatically through the summer but has been on the rise since mid-august...
This is a good idea - and I was tempted to get into volatility here in this post. But agreed - a follow up on vol is in order. The last post I've written on the topic was in May: https://thelastbearstanding.substack.com/p/the-volatility-squeeze-part-3
My conclusion was that we shouldn't expect a vol spike until the vol-of-vol turns around. VVIX fell dramatically through the summer but has been on the rise since mid-august...