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S&P 500 volatility

Chart Check (Bullish Double Feature)

Remember "irrational exuberance"?

Remember “irrational exuberance”?

Well, in addition to (near) record low 1-month implied vol, a 10 handle VIX, record high FX vol/equity vol ratios, and a smooth S&P implied vol term structure bereft of any front end Trump “kinks”, we can now add “absurdly low put/call ratio” and depressed short interest to our list of warning signs.

Via Bloomberg

ratio

interest

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1 comment on “Chart Check (Bullish Double Feature)

  1. Curt Tyner

    The camel is loaded now all we have left are these ‘few pieces of straw”.

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