PremiumGoldman Trader Spots An Unprecedented Decoupling In The Market
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Goldman derivatives guru Brian Garrett points out a remarkable divergence which has opened up in the stock market over the last 5 trading sessions: on one hand, the realized volatility for the S&P index is a modest ~15 (0.9% daily move); on the other, over the same period, the realized vol for the avg S&P stock is whopping ~45 (2.8% daily move).
This 30 vol spread is the highest since November 2020 (election + vaccine efficacy data), and is in the 10 of measurements going back 25 years (global financial crisis and covid)
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