Source: Seeking Alpha News Agency
1 month ago•
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SPX Skew Collapses On Upside Chasing

SPX Skew Collapses On Upside Chasing

Implied volatilities declined across asset classes last week after weaker US economic data boosted expectations of a Fed hold at the next meeting. The implied probability of a Fed rate hike in September dropped from 71% to 43%.
Source: Seeking Alpha
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