3 Extreme Volatility Charts We Are Watching
Volatility bonanza
Largest options volumes session ever and some very extreme moves in VIX. Part of Friday's price action in VIX futures was most probably connected to somebody blowing up in this space. GS with some colour: "Dramatic part of what happened this morning is the vix outperformance and in particular vix future going crazy, we think that's positioning driven more than fundamental driven given vol of vol at highest levels since early covid."