Published Sep 6, 2026, 2:00 PM ET · Updated 2 months ago · 1 source

VIX to VVIX ratio is a superior volatility metric for option selling

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The VIX to VVIX ratio, which typically ranges from 5 to 7, provides a more accurate assessment of volatility compared to metrics like IVR or IVP, which can be distorted by one-year lookback ranges. This ratio is particularly effective for evaluating the performance of short strangles, with higher PNLs observed when the ratio is less than five.