Here's a look at the last 6 months of VIX options implied index against realized (index). Looks pretty easy to trade: buy low + sell high.
Candle Bars: VIX Index Implied Volatility Index
Blue Line: VIX Index Realized Volatility
*The last bar reaching infinity is obviously not a trade-able value.
Candle Bars: VIX Index Implied Volatility Index
Blue Line: VIX Index Realized Volatility
*The last bar reaching infinity is obviously not a trade-able value.
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