Equity Volatility Falls To Near 1-Year Low Post Jackson Hole

Cboe Global Markets 925 Followers Follow Summary Implied volatilities declined across asset classes last week on the back of strong tech earnings and Chair Warsh’s comments at Jackson Hole. Implied volatility has fallen to near 1-year lows across US (SPX® and RTY® Index), European (SX5E, DAX), and Emerging Market indices, with RTY screening as the cheapest (1M implied vol in the 3rd percentile low). Positioning in the options market remains very constructive, with elevated call buying and tepid hedging demand. miniseries/E+ via Getty Images By Mandy Xu Cross-Asset Volatility : Implied volatilities declined across asset classes last week on the back of strong tech earnings and Chair Warsh’s comments at Jackson Hole. US 2-year yield jumped higher as investors priced in This article was written by Cboe Global Markets 925 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.