Equity Volatility Drops To Near-Year Low After Jackson Hole Comments
Implied volatilities fell to near one-year lows last week as strong tech earnings and comments from Chair Warsh at the Jackson Hole symposium eased market concerns. The decline was observed across major global indices, including U.S., European, and emerging markets. Among these, RTY (Russell 2000) showed particularly low volatility levels. Options positioning remains constructive with high call buying activity and minimal hedging demand suggesting a bullish investor sentiment. Additionally, the US 2-year yield increased as investors adjusted expectations based on recent developments.
Tickers: $CBOE
Topics: implied volatility Jackson Hole comments tech earnings