One of the largest VIX Dislocations on record
VIX Dislocations among biggest ever - what does it mean? Goldman Sachs explains
With the S&P 500 up nearly 43 points on Monday, is a Goldman Sachs relative value election trade beginning to play out before the election concludes? A report from Goldman’s option analyst notes that the CBOE VIX index had significantly dislocated from S&P 500 implied volatility. This spread is likely to close, a November 7 report said, with the likely outcome coinciding with the bank’s previously stated election prediction . . .
SORRY! This content is exclusively for paying members. If you are subscribed and having an account error please clear cache and cookies if that does not work email [email protected] or click Chat.
|
