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September 01, 2020 1:32pm
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“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
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