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Bloomberg: “VIX, Skew, ETF Shorts Show Stock Market Still Pretty Far From OK”

By admin_45 in IN THE NEWS Bloomberg: “VIX, Skew, ETF Shorts Show Stock Market Still Pretty Far From OK”

Excerpt from Bloomberg quoting DataTrek:

.... "While the VIX fell 4 points to 25.92, it remains above its long-term average of 19. Futures on the gauge are pricing in higher volatility through March. Even though the slope of the curve plotting future prices turns lower in April, levels through September remain at least one standard deviation above the long-term mean, DataTrek Research found.

“Options markets aren’t treating the last few days’ elevated U.S. equity market volatility as a short-run phenomenon,” Nicholas Colas and Jessica Rabe, co-founders of DataTrek Research, wrote in a note to clients. “They don’t see vol returning to ‘normal’ for many, many months"....

Read the full article here on Bloomberg!

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