“Nervous And Squeezy” – Nomura Warns Of Imminent VIXplosion

We warned Friday, ahead of the payrolls print, that the data could be the catalyst that finally shakes the VIX from its mid-summer slumber. And so it should not be a huge surprised that the VIX complex is increasingly acting the way we’ve anticipated – what Nomura’s Charlie McElligott calls “nervous and squeezy”. VVIX is […] Source