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Breaking down volatility futures
December 11, 2008 Thu 11:25 AM CT

VIX Chart

The VIX and its futures provide one way to look at what is known as the "volatility term structure," but there are other ways to look at the data as well.

Much of my analysis is underpinned by volatility data, and one way to judge the market's strength--or lack thereof--is to look at the term structure. One way to do this is to compare the spot VIX with its futures.

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