One of the largest VIX Dislocations on record

VIX Dislocations among biggest ever - what does it mean? Goldman Sachs explains

With the S&P 500 up nearly 43 points on Monday, is a Goldman Sachs relative value election trade beginning to play out before the election concludes? A report from Goldman’s option analyst notes that the CBOE VIX index had significantly dislocated from S&P 500 implied volatility. This spread is likely to close, a November 7 report said, with the likely outcome coinciding with the bank’s previously stated election prediction.

Volatility Managers Not At Performance List Top

 VIX Dislocations - Trump fear premium evaporates from market

The price of...