Volatility Tracker Expects Daily Moves
Volatility Tracker for May 31, 2009 Volatility marches ever lower. Backward-looking realized volatility tells a story of markets recovering from what – if the “green shoots” camp is right – will be a bottom that should hold for a decade; implied volatility likewise continues its steady push back toward the high end of what used to count as normal. Option sellers may be getting anxious about their recent good fortune, but none of the indicators below are suggesting any extreme conditions or…
Sunday, May 31, 2009
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