Goldman: Market Volatility Strangely Low

Stock market volatility has not just been low of late. In the wake of the Brexit “V bottom,” the CBOE VIX index has been touching abnormally low rates by historical standards. With all the risk in the world, what is the problem? Stock Market Volatility at historic lows How low is market fear? “Volatility has rarely been lower,” Goldman Sachs options analyst Krag Gregory noted in a September 9 research piece. The report pointed out the S&P 500 has not moved over +/-1% on a close-to-close basis for 43 straight trading sessions – a relative historical anomaly. On average the SPX…