Goldman: VIX Options Signal "Normalization Is Increasingly Distant"
Mar 10th 2020 2:05pm EDT
Goldman: VIX Options Signal “Normalization Is Increasingly Distant” Following yesterday’s carnage (the only prior 7% one-day SPX drops since 1940 had been in Oct. 1987 and Sep.-Dec. 2008), the overnight exuberance, and resumed misery today, US equity market volatility has exploded higher. While VIX closed above 50 for the first time since the GFC, Goldman […]
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