Two Blokes

Near-Term Optimism Vs. Longer-Term Caution In Index Options

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    Posted by Two Blokes Jun 11 - Filed in General - #TwoBlokesTrading  - 6 views
    Implied volatilities fell across asset classes last week on the back of better-than-expected US payrolls data. The VIX index fell 1.8 pts last week, with the rally in the SPX index (+1.5%) accounting for 1.35 of the 1.8 pt decrease.