Volatility flip


  • Jason Goepfert

    Jason Goepfert

    Published: 2020-04-03 at 13:02:21 CDT

Implied volatility in the Nasdaq 100 has been lower than for the S&P 500 for three straight weeks. This is highly unusual, since big tech stocks tend to be more volatile than the broader market. Over these weeks, there has been a record spread between the VXN and the VIX.


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