What CVOL Convexity Can Tell Us About Market Sentiment

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  Posted by Two Blokes Mon at 7:00 PM - Filed in General - #TwoBlokesTrading  - 2 views
  
  CME Group's volatility index CVOL, is a suite of implied 30-day forward volatility indices measuring 30-day forward volatility across all option strike prices of key futures markets. Higher convexity translates to greater price volatility for out-of-the-money options from the current market price.