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VXXUVXYVIXYMIXEDSubstantive discussion · 3/5

VIX futures sticky despite low realized vol

The host observed a divergence where S&P implied volatility (VIX futures) has remained elevated despite a significant decline in realized volatility, potentially due to capital inflows into long VIX products.

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VXX: VIX futures sticky despite low realized vol · Zortix