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Author Topic: VIX - 9/11 BlackSwan  (Read 38 times)

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VIX - 9/11 BlackSwan
« on: June 24, 2025, 10:46:26 PM »
VIX had closed around 25 on Sep 4th 2001.

On the 17th Sept 2001, it shot up to 44 and closed at 42. The it eventually shot up to 48 on Sept 21 2001 and then stayed above 30 till Nov-12-2001 i.e for Full 2 Months.

Source: https://finance.yahoo.com/quote/%5EVIX/history/?period1=999475200&period2=1024876800
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