SPX Convexity Falls As Tariff Optimism Grows

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  Posted by Two Blokes 5 hours ago - Filed in General - #TwoBlokesTrading  - 0 views
  
  Implied volatilities fell across asset classes last week as risk assets rebounded. SPX convexity premium (VIX minus SPX 1M ATM vol) came in further last week, ending the week at just 3.4 pts.