Implied Vols Collapse As Stocks Hit New Record High

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  Posted by Two Blokes Jul 1 - Filed in General - #TwoBlokesTrading  - 6 views
  
  Implied volatilities fell across asset classes last week as geopolitical risk dissipated, and economic data came in better than expected. While most of the VIX decline was attributable to the SPX\u00ae spot rally, lower SPX fixed-strike vols and flatter skew/convexity accounted for ~1.3 pts of the 4.3 pt decline.