Expect Equity Vol To Stay "Mushed" Into VIXperation, Then 'Brace' As Hedging-Demand Hits Record Low

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Index implied vols continue to drift ever lower, tracking realized vols ever lower...

expect equity vol to stay mushed into vixperation then brace as hedging demand hits record low

But, many expect today to be a local/short term "low" in volatility due to VIX expiration tomorrow, and equity OPEX on Friday

Authored by Tyler Durden via ZeroHedge July 18th 2023

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  4. Expect Equity Vol To Stay "Mushed" Into VIXperation, Then 'Brace' As Hedging-Demand Hits Record Low