Increased SPX/VIX beta ahead of VIX expo - Intraday post (16/Sept)

Monthly post:

SEPTEMBER - Monthly & Weekly post (02-05/Sept)

Weekly post:

OpEx week, FOMC, Risk of Reversion - Weekly post (15-19/Sept)

Also dropped a new post on Twitter about probabilities and right-tail. More in details in the educational post section.
We have VIX expo today with longer SPX/VIX beta:

Let’s look at the skewed Galton-board of today…