SPX Skew Signals Longer-Term Caution Despite Rally

• click to rate

  Posted by Two Blokes May 22 - Filed in General - #TwoBlokesTrading  - 8 views
  
  Implied volatilities fell across asset classes last week following the US-China tariff reprieve, with equity and credit implied volatilities dropping the most. The VIX index fell almost 5 pts, while VIXIG (IG credit vol) declined over 7 pts – both are now trading below their long-term averages.