Posted by sbaxman111 on 14th of Mar 2017 at 06:35 pm
The Nasdaq 100's 'VIX' has plunged to its lowest on
record...indicating investors are anticipating milder fluctuations
in the technology-focused gauge.
Normally, this would point to a potentially strong reversion to
higher volatility, but the 30 & 60 day implieds are sitting at
over a 70% premium to realized. So implieds have a lot of room to
come down in the next 2 months. This mitigates the probabilities of
a strong pullback in the index.
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ZH - Nasdaq Volatility hits lowest level on record
Posted by sbaxman111 on 14th of Mar 2017 at 06:35 pm
The Nasdaq 100's 'VIX' has plunged to its lowest on record...indicating investors are anticipating milder fluctuations in the technology-focused gauge.
Normally, this would point to
Posted by a_l_ on 14th of Mar 2017 at 09:13 pm
Normally, this would point to a potentially strong reversion to higher volatility, but the 30 & 60 day implieds are sitting at over a 70% premium to realized. So implieds have a lot of room to come down in the next 2 months. This mitigates the probabilities of a strong pullback in the index.