As the market struggles for direction (SPX has closed within 20 points of 1550 for the past month), implied volatility is not moving much either. Last week saw a rise in European assets’ implied volatility, …
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I mentioned in yesterday’s VIX Futures Snapshot that European asset volatility had increased in the past week, while U.S. volatility measures were still near the lows of the year. Euro Stoxx 50 and DAX index …
Continue readingAfter hitting new lows last week, the market has gotten a bit more jittery in the past week across all asset classes. But just a bit. 3 month implied volatility is still near the lower …
Continue reading3 month Implied Volatility has hit new 52 week lows for multiple assets in the past week. Not surprisingly, the SPX index IV is now at new lows for the year (and for the past …
Continue readingWith the equity markets around the world recovering to new highs or close to new highs, seeing equity volatility back near the lows of the year is no major surprise. But the low implied volatility …
Continue readingNYT BRUSSELS — Europe’s economic outlook received a fresh dose of gloom Thursday, when the European Commission warned that the Continent’s economies were stalled and faced the risk of a double-dip recession. The commission’s latest …
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