VIX Futures Reflect Markets’ U.S. Election Nerves

The video discusses the US election's impact on financial markets, focusing on the VIX curve's changes. Initially, October VIX futures traded at a premium, but now November does, reflecting concerns over a contested election. The discussion highlights market jitters and the potential delay in election results. Additionally, the video explores the dynamics within volatility markets, noting the unusually low VIX levels and their implications.

What are the implications of a potentially contested election as suggested in the text?

What does the low level of VIX indicate about market sentiment as the election date approaches?