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Economist Perspective: A New Equity Index Options Volatility Cycle?

Economist Perspective: A New Equity Index Options Volatility Cycle?

Posted October 10, 2023
Erik Norland
CME Group

For three decades, implied volatility and yield curves have been locked in a repeating cycle. Recently, implied volatility on S&P 500 options has been exceptionally low. Is that about to change? CME Group Senior Economist Erik Norland explains.

Originally Posted October 9, 2023

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