Low VIX Index Masks Underlying Market Volatility Concerns

Despite the VIX index returning to its lowest levels in over a month, Goldman Sachs' volatility desk highlights fierce undercurrents and hedging opportunities. This suggests hidden market concerns beneath the calm surface.

9 Jul, 16:20 — 9 Jul, 16:20

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zerohedgeLow55d ago

The Low VIX Hides Fierce Undercurrents

The Low VIX Hides Fierce Undercurrents Via RealInvestmentAdvice.com, Goldman Sachs’ volatility desk made the following comment: “With the VIX back to its lowest levels in more than a month, our Vol desk is focused on hedging opportunities as 1-month S&P implied correlation is near its lowest level in 20 years.” Simply, a low VIX can convey a sense of market calm on the surface, yet implied correlation tells a different story. The VIX, based on option trading data, measures the ...

By Tyler Durden

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Low VIX Index Masks Underlying Market Volatility Concerns

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The Low VIX Hides Fierce Undercurrents

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