Five Volatility Charts Keeping Investors Up at Night
- VVIX and S&P 500 skew levels diverge from typical behavior
- Intraday U.S. stock moves the highest since December 2008
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The underbelly of the volatility complex is sending a warning sign to bulls emboldened by the $5 trillion rebound in global stocks.
As an eerie calm takes hold of Wall Street’s “fear gauge,” with the VIX trading close to six-week lows, a slew of metrics in equities and derivatives markets provide clues on the next blow-up.