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Thanks to Steven Sears at Barron’s for giving me an opportunity to contribute to his excellent options column, The Striking Price Daily, while he is on vacation.

It should surprise very few readers that I elected to write about a subject that has garnered a great deal of attention on this blog, the CBOE S&P 500 Three-Month Volatility Index. Of course we just call it VXV here. The Barron’s column, Take a Longer View on Volatility, is available to subscribers and non-subscribers alike.