Shorter-term stock volatility expectations have dropped to their lowest levels in more than 4 years. We’ve covered the term structure of stock volatility indices on…
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Traders Getting A Little Too Comfortable In Stocks?
Near-term volatility expectations have plunged to record lows. Trader sentiment has officially come full circle following the election. On November 1, we observed that “Investors…
Traders Breathe Unprecedented Sigh Of Relief Following Election
Stock market volatility expectations saw the biggest drop on record following the election. In the buildup to the presidential election, we queried whether “Investors Were…
Investors (Over?-)Prepared For Election Volatility
Despite an unseasonably calm stock market, relative near-term volatility expectations have jumped to the 3rd highest level in their 3-year history. It’s no secret that…
Traders Quickly Get Comfortable With Stocks Again
Short-term volatility expectations plummeted during Wednesday’s post-Federal Reserve meeting stock market rally. As readers are likely aware, our biggest concern regarding stocks going into September…