Is the Options Market Calling Off Recession?
Real Vision: Finance & Investing
00:00
The Recession Risk Is Being Priced Out Almost by the Minute
I think price points and something that kind of resembles my gut feeling right now that the recession risk is being priced out almost by the minute. We didn't need jerk lower. But because implied vol had got so pumped into the event, when those implied vols came crashing back down like they always do on an event day, that risk premium comes back out of the surface. And we actually found ourselves running back to unchanged by the end of the day.
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