When Was VIX Higher: Now or After LTCM's Collapse?

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On Thursday the Vix shot up above 45.

So what?, you might say. The Vix was over 80 just a year-and-a-half ago, after the Lehman Brothers collapse.

That’s true, but as Vix and More pointed out in a Thursday post, the index has only gone above 45 a few times before. And here they are:

On Thursday, the index closed at 45.79, incidentally.

Which means the 2010 eurozone crisis has just pipped its way to the top of that table.

Related links: "?Gun shy markets'… – FT Alphaville Vix vs Vix challenger "“ FT Alphaville The Great Depression II – FT Alphaville An all-time record for the Vix "“ FT Alphaville

This entry was posted by Tracy Alloway on Friday, May 21st, 2010 at 4:41 and is filed under Uncategorised. Tagged with eurozone, Lehman Brothers, vix. Edit this entry.

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