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Complacency As Measured By Volatility.

  • Written by Syndicated Publisher 299 Comments299 Comments Comments
    December 7, 2011

    This chart speaks for itself. Investors are not buying at the money puts as measured by the vix nor out of the money puts as measured by the implied volatility skew.

    We have seen this before back in late July. Amazing how complacent investors are right here and failing to at least insure or hedge their portfolio.


    Here is one additional chart showing the divergence between these two measures of volatility and the SPX.


    Images: Flickr (licence attribution)

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