zerohedge.com / by Tyler Durden on 02/29/2016 15:45
As stocks have risen in recent weeks on the biggest short-squeeze in 7 years, so VIX – the expected volatility of the market – has dropped to 2016 lows. However, with VIX at around 20, remains almost double the peak-QE-suppression lows of July 2014. Complacency is peaking though as VVIX – the expected volatility of VIX – has collapsed to its post-QE lows and erased all fear since before China’s August 2015 devaluation.
Thanks to BrotherJohnF