Cross-Asset Volatilities Rise As Treasury Endeavors To Avert Yield Contagion

Cboe Global Markets 915 Followers Follow Summary Cross-asset implied volatilities rose across the board as Treasury market concerns trickled into equities and the other major asset classes. The VIX Index underperformed skew last week, bouncing off its YTD low and rising 0.9 pts w/w to 15.1 on the -1.4% SPX pullback. Options sentiment for Nvidia leans slightly bearish with NVDA put skew steepening into its Wednesday earnings. Maximusnd/iStock via Getty Images By Ed Tom Cross-Asset Volatility : Cross-asset implied volatilities rose across the board as Treasury market concerns trickled into equities and the other major asset classes. The 30-year yield hit 5.33% intraweek, its highest since 2007, before Treasury Secretary Bessent’s This article was written by Cboe Global Markets 915 Followers Follow Cboe Global Markets (CBOE), a leading provider of market infrastructure and tradable products, delivers cutting-edge trading, clearing and investment solutions to market participants around the world. The company is committed to operating a trusted, inclusive global marketplace, providing leading products, technology and data solutions that enable participants to define a sustainable financial future. Cboe provides trading solutions and products in multiple asset classes, including equities, derivatives and FX, across North America, Europe and Asia Pacific.