1-Year Implied Volatility vs. IG Spreads

1-Year Implied Volatility vs. IG Spreads Credit spreads are widening and BofA still sees a rates shock this year. Image: BofA Global Investment Strategy

Volatility – S&P 500 3-Month Put Skew

Volatility – S&P 500 3-Month Put Skew The S&P 500 3-month put skew is at historical highs. Could this predict a fall in the U.S. stock market? Image: Goldman Sachs Global Investment Research