Short-term volatility expectations have eclipsed those of the longer-term, a nearly unprecedented situation given the recent tame market action. Recent days and weeks have seen…
Tagged $^VXV
What Does Record VIX Deflation Mean For Stocks?
The S&P Volatility Index recently dropped at a record pace off of its February highs; is this good news or bad news for stocks? This…
Is The Stock Rally Getting Too Complacent?
Data from the volatility market suggests that expectations in the near-term may have finally gotten a bit too complacent. For the duration of this post-February…
Volatility Futures Signaling Rare Levels Of Fear
The “term structure” of a futures market refers to the pricing of the various months in relation to each other. For example, in the VIX…