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12 Feb 2024

“Volmageddon” is not a Word in the Dictionary.

This term is a blend of "volatility" and "Armageddon," and it refers to a significant and sudden increase in market volatility. It specifically references an event on February 5, 2018, when the stock market experienced a sharp increase in volatility.The previous time the skew reached such a low level was on that exact day, mere hours before Volmageddon caused the VIX to skyrocket, moving it from a serene level of 14 to a heightened state of 40. source : zerohedge

25 Jan 2024

Average 3-month ATM implied volatility (max/min range since 2008)

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18 Jan 2024

CBOE Volatility Index $VIX jumps to highest level in more than 2 months

Source: Barchart

4 Jan 2024

The volatility index, $VIX, is up 14% to kick off the first trading day of 2024. This puts the $VIX on track for its biggest daily jump since October 13th

Source: The Kobeissi Letter

13 Dec 2023

The $VIX currently stands at 12.07, its lowest close since November 2019

Soruce: Charlie Bilello

6 Dec 2023

Record Low: Equity/Bonds Volatility Ratio Hits Unprecedented Levels!

The divergence between two widely recognized measures of volatility, the VIX index for Equity and the MOVE index for Rates, continues to be stark. In the U.S., equity volatility has reached new lows for 2023, while volatility in U.S. Treasuries remains persistently high. Calculating the ratio between the VIX and MOVE indexes reveals a significant trend—the lowest point since 1994/1995! Anticipate dynamic shifts in 2024! 📈 #MarketTrends #VolatilityAnalysis #Outlook2024

24 Nov 2023

Below the average 3-month ATM implied volatility (max/min range since 2008)

Source: TME, GS

23 Nov 2023

Record-Low Volatility in the US Credit Market! 📉🌐

Amidst ongoing rate volatility (MOVE index) showing a persistent high, albeit with a decreasing trend over the past two months, the volatility in credit markets has taken a different turn. Currently, volatility in US Investment Grade (IG) corporate bonds has reached levels not seen since 2021, hovering close to record lows. Additionally, the volatility in US High Yield (HY) has experienced a significant drop in the past month. With low volatility and tight credit spreads, the question arises: Is there still room to extract excess returns from the US credit market in 2024? 🤔 Source: Bloomberg #CreditMarkets #Volatility #FinanceInsights

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