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PrometheusCHT
25 Th07 2017 07:35

VIX vs GVZ Spread.  

TVC:VIX1D
VOLATILITY S&P 500TVC

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Put this together simply to visualise S&P realised vol against gold vol, it seems gold tends to realise slightly more, at least in the present regime.
VolatilityspreadGoldVIX CBOE Volatility IndexGVZgoldvol
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