The cost of hedging against market volatility is rising:
Volatility risk premiums on stocks has jumped to 2.75, the highest in 4 years.
The difference between the Volatility Index, $VIX, and the S&P 500's 20-day realized volatility has more than doubled over the last few weeks.
This ratio is now sitting near the top end of its last 10-year range.
In other words, the difference between how much investors expect the market to move and how much it has actually moved is historically high.
Despite this, single-stock volatility relative to the S&P 500’s expected volatility has hit its highest level since the 2008 over the last 5 days.
Are we overdue for more volatility?
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Volatility risk premiums on stocks has jumped to 2.75, the highest in 4 years.
The difference between the Volatility Index, $VIX, and the S&P 500's 20-day realized volatility has more than doubled over the last few weeks.
This ratio is now sitting near the top end of its last 10-year range.
In other words, the difference between how much investors expect the market to move and how much it has actually moved is historically high.
Despite this, single-stock volatility relative to the S&P 500’s expected volatility has hit its highest level since the 2008 over the last 5 days.
Are we overdue for more volatility?
🄳🄾🄾🄼🄿🤖🅂🅃🄸🄽🄶
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President Donald Trump has officially proposed the idea of placing his face on a new $250 bill
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DISTURBING: THIS IS ALLEGEDLY HASAN FROM A VIDEO UPLOADED 6 YEARS AGO PULLING A DOG TAIL AND THREATENING TO K*LL THE DOG!
EVIL FILTH!
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EVIL FILTH!
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Trump hosts independent journalists for an Antifa roundtable.
"The epidemic of left-wing violence & Antifa-inspired terror has been escalating for nearly a decade... Under the Trump Admin, we're going after Antifa criminals & all who fund & support their campaigns."
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"The epidemic of left-wing violence & Antifa-inspired terror has been escalating for nearly a decade... Under the Trump Admin, we're going after Antifa criminals & all who fund & support their campaigns."
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Fear & Greed dips back into BAD territory (which they call neutral)
— But is Uptober the time to finally break that downward cycle we’ve been in since last November?
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— But is Uptober the time to finally break that downward cycle we’ve been in since last November?
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