Featured, Video|November 12, 2012 8:11 pm

Larry Shover – CME Daily “Options Volatility Report” – Monday 11/12/12

Larry Shover CME Daily Options Volatility Report

Larry Shover CME Daily Options Volatility Report


Equity vol drivers = US election, corporate earnings. S&P implied “volatility of volatility”, as measured by 1M VIX implied vol gains last week, now trading in the 72nd percentile. Gold and oil both have spillover effect on equity vols. FX vol still in the dumps… Bottom line: Fear is falling…

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