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Monday, July 27, 2009

VIX Up on a Quiet Day

FN: It may be nothing... but volatility (VIX) was up 5% on a quiet day. VIX is deeply oversold and scraping along the bottom of the 10 day MA envelope. A bounce is certainly due and equities are stretched.

For all things VIX related check out VIX and More. Volatility and the volality of volatility is far more complicated than you may know.

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