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Breaking Down the Santa Claus Rally Using the VIX, MOVE, GVZ and EVZ Indices

Published: December 23, 2022

Traders often expect market volatility to cool around Christmas in a “Santa Claus Rally” before rising after. But, looking at the VIX, MOVE, GVZ and EVZ, there appears to be more to it than just that.

Source: dailyfx.com