Maneesh Deshpande from Barclays discussed The Current Volatility Environment today at CBOE RMC Europe. In a wide-ranging talk, he covered the current low volatility regime, how VIX related ETPs may be impacting the derivatives markets and addressed the common question, “How low can VIX go?”.
He started out addressing the question, “Why is VIX low?”. He noted that realized volatility has been very low, but this is common during market rallies. He also[...]