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 …
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After 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 …
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3 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 …
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With 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 …
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Though the vol market globally has been on a roller coast in the past week, the implied vol levels for practically all major asset classes globally are very close to the same spot as they …
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Event: GMCR reports their fiscal Q4 after the close tonight. The options market is implying about a 20%* move following the report which is shy to the 4 qtr avg move of about 34%. *(I …
Continue readingThe up and down nature of the past month has created a rare situation for the volatility markets. The SPX index is now at basically a 3 month high, but realized volatility is also near …
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Event: GOOG ($636) Reports its Q4 results after the close tonight. -Options market is implying about a 5.5%-6% move for earnings vs its last 4 qtr average of about 8% and the 8 qtr average …
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