The Options Market Has a Message With Imran Lakha
Real Vision: Finance & Investing
00:00
The Rise of Volatility in Assets
We have this cross asset vol and skew matrix where we also keep an eye on skew to see not the absolute levels of vol kind of tell you about the market's expectation for realized volatility, but that could go in either direction. In general, we've seen equity skew come down pretty hard, gets a very, very cheap levels like 0 percentile type levels on a two year horizon. And last week, they pushed back up a little bit, but they do still have room to go before they get anywhere near there,. Even median levels that alone their highs.
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