MacroVoices #374 Chris Whalen: Are More Banks Going To Fail?
Macro Voices
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The Dollar Index: No Real Change From Last Week
Eric Zohn: We're not yet above the 20 handle, but certainly off of those very low depressed levels of volatility that we were at last week. If we get about 20, I think we make a push toward 25. That would probably coincide with some news like another bank failure perhaps. But again, right now we're expecting movements intraday of about 1.25% roughly and realized volatility has been actually lower than implied volatility thus far.
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