Risk-off reared its head after Sec. Kerry’s speech yesterday afternoon about a potential intervention in Syria. This morning, we’re seeing classic risk-off, with both EUR/USD and USD/JPY lower, and Treasuries higher, something we haven’t seen …
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Clearly, all markets are more volatile than they have been for at least 18 months. Not much to add, just wanted to add the table showing that all implied volatilities are now above their 52 …
Continue readingEven though the SPX is actually 10 handles higher week-over-week, implied volatility has held up better than would be expected across global equity markets. Vol for the major equity indices are right around their 52 …
Continue readingVolatility markets in every asset class except bonds are in almost the exact same spot they were a week ago, as markets have been jittery, but largely unchanged over the past week. The volatility in …
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