Shows how UVXY, UVIX, and VXX historically respond to VIX point moves across different volatility regimes. Use the custom lookup to estimate an ETF move from any two VIX closing prices.
How UVXY responds to VIX point moves across volatility regimes.
Crunching VIX, UVXY, UVIX & VXX data…
VIX Prior Close →
Custom Lookup
VIX Closing Price
VIX Next Day Close
Enter both VIX prices above
CI Volatility
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