Building a Pre-Market Volatility Read: VIX Term Structure Plus Sector Dispersion as a Daily Dashboard
Checking the VIX before the open is one data point, not a dashboard. Here's how to combine VIX term structure with sector dispersion into a repeatable pre-market volatility read, and why a calm VIX over wide dispersion is the signature of a gap-risk, stock-picker's tape.
The Low-VIX-During-a-War Paradox: Why 30-Day Implied Vol Stays Calm While the Intraday Tape Whips
The US is in its fifth month of conflict with Iran, semis are selling off for a second day, and the VIX is loitering near 16.5. Here's why 30-day index implied vol can read as calm while single names whip by double digits intraday, and what that paradox means for anyone trading same-day options.