8/5 Saturday

8/4 ter structureDaily log
8/4 VIX futures matrix
8/4 history

Last night, the VIX dropped nicely and fell below 15 pts, so I thought it was all right and went to bed. When I wake up in the morning, it’s up to 17 pts again! We still have a week and some days until maturity. I hope the contango goes deepen by then.