Implied Volatility (VXX) Heads Lower

Implied volatility of the S&P 500 (VIX) is lower today, with iPath S&P 500 VIX Short-Term Futures ETN (NYSE: VXX) falling over 6 percent. Implied volatility has fallen over 13 percent this week, as markets fears over a rapid Greek exit from the EU eased somewhat. The index is now trading at 18.78, below the psychologically important 20 handle.

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