Intraday Market Thoughts

EUR Volatility, VIX & Latest Premium Insights

by Ashraf Laidi
Nov 27, 2012 23:56

The topic of falling volatility in the euro and equities has already been explored in our Premium Insights at least 3 occasions over the last 12 months, but its worth revisiting it. The volatility on EURUSD 1 month call options fell 30% since September, while that in the VIX (volatility on the S&P500) fell by over 14% during the same period. How do we reconcile these trends with looming fiscal cliff and traders unwillingness to cheer the latest deal in Greece? In addition to the latest Premium Insights on EURUSD, EURJPY, GBPUSD, gold, oil and silver, we issue 3 charts on EUR volatility overlaid against the VIX. For DIRECT ACCESS to these trades and the relevant charts, click here: http://ashraflaidi.com/products/sub01/access/?a=696 NonSubscribers Can click here to join: http://ashraflaidi.com/products/

 
 

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