Thursday, August 25, 2016

The Most Extreme Complacency Ever. At All Time Highs.

ZH: August 25, 2016
30 Day Realized Volatility Is the Lowest Ever

30 Day Bollinger Band (Standard Deviation) Width:

30 Day VIX/VXV ratio (Spot implied volatility / 3 month vol futures):

30 day volume

50 Day Standard Deviation i.e. including Brexit:

S&P 100 Volatility (VIX Original Formula):