VIX Subscription Services

While VIX is generally negatively correlated to the S&P 500, the relationship is far from constant.

Our key insight is that both the y-intercept (no S&P 500 change tomorrow) and the slope of the relationship vary day-by-day in a predictable fashion.

Please see Research & Insights for details.

Starting in early 2022, shortly before every close, we will provide subscribers with tomorrow’s likely reaction of VIX to the S&P 500.

Knowing tomorrow’s likely y-intercept and VIX sensitivity to up or down S&P move is a key input to both dynamic hedging and proprietary trading of S&P and VIX derivatives.