Volatility in all asset classes finally spiked higher for the first time in 2013. Commodities had been jittery for weeks now, and I kept commenting in this space that I was surprised at how low …
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In the last week, the Nikkei is up about 10% while the Yen is down 7%, huge moves once again in Japanese assets. Not surprisingly, implied volatility in Japanese financial markets continues to be priced …
Continue readingAs 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, …
Continue readingI 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 …
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