CME Daily Options Volatility Report: Vols Hit 5-year Low

Larry Shover / larryshover.com

Last week, both European and emerging markets volatility hit a 5-year low! US equity implieds traded down to around the 3rd percentile while the entire commodity (volatility) sector continued to sell off. The Japanese Yen was the outlier, up about 2 points, WoW to at/around 9.1%.

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