Markets Are Pricing Rising Volatility For 2022; Goldman Warns Of Increasingly Macro-Led Moves

By Tyler Durden, Tomorrow is VIX expiration, and, as SpotGamma notes, we head into that expiration with an elevated VIX structure. If you compare today’s VIX term structure to that of mid-November you can see current levels (black) remain well above Nov(blue). Nov is “pre Omnicron” and “pre Taper” so it makes sense that current prices […]

The post Markets Are Pricing Rising Volatility For 2022; Goldman Warns Of Increasingly Macro-Led Moves appeared first on Global Intel Hub.

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