Cross-Asset Volatility: Implied volatilities fell across asset classes again last week following the US-China tariff reprieve, with equity and credit implied volatilities dropping the most. The VIX ...

While overall levels of implied volatility remain muted across asset classes, what stands out is the even lower levels of realized volatility. The divergence between the RTY-SPX and QQQ-SPX vol ...

The 20-day historical volatility (HV) has fallen below 6% for the first time in over a year This week, I’m examining two volatility measures on the S&P 500 Index (SPX). The 20-day historical ...

Last week's price action brought forward several anticipated levels for the SPX “The next potential pause or short-term inflection point to watch for is 6,760, which is roughly 10% above the previous ...