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VIX Expiration Preview

Dan Deming previews today's $SPX expiration & the upcoming $VIX expiration this Wednesday. Plus, a look at the disconnect between implied & realized volatility, $VIX options activity, & news to watch next week.

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  Profit Taking, Speculation & Hedging
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  Leadership Rotation
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  Interest Rates, Wages & Housing Prices
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  Front Month VIX Future Near Spot VIX Level
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  January/February VIX Futures Spread Narrows
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  Russell 2000 Index Rally Continues
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  January & February VIX Put Options
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  VIX Futures Curve in Contango
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  10-Year Treasury Yield Over 1%
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  S&P 500 Index Closed Down on the First Trading Day of 2021
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  New Year Selling Pressure
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  10 Point Spread Between 30-Day S&P 500 Realized & Implied Volatility
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  2021 Inflation Trade
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  Russell 2000 Index Falls Below 2000
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  Short-Term S&P 500 Realized Volatility Near 2020 Lows
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  VIX Index Staircasing Lower
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  Russell 2000 Index Breaks Through 2000 Level
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  VIX Mean Reversion