There is a strong, negative correlation between 
SPX and volatility - which makes sense as we don't need a hedge when conditions are improving. Over the past 48 hours, we had just such a rapid deflation of risk assessed in the short-term implied volatility reading (VXST), so what happens from here? I highlight the instances over the past 12 months where there have been equivalent rapid declines in the 'fear' gauge to illustrate how the S&P 500 responded.
SPX and volatility - which makes sense as we don't need a hedge when conditions are improving. Over the past 48 hours, we had just such a rapid deflation of risk assessed in the short-term implied volatility reading (VXST), so what happens from here? I highlight the instances over the past 12 months where there have been equivalent rapid declines in the 'fear' gauge to illustrate how the S&P 500 responded.
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