Single stock volatility has never been as elevated relative to index volatility...
PremiumAuthored by Simon White, Bloomberg macro strategist,Single stock volatility has never been as elevated relative to index volatility, leading to near record high dispersion and indicating a greater risk of a gamma squeeze, pushing stocks higher on an unstable basis.
Individual S&P 500 stock volatility hits 40%, the highest since the 2025 sell-off, while the VIX stays near 15.8%. The record…
I’d like to call this environment unusual – after all, there’s always volatility. But according to DataTrek, the S&P has become…
Technology stocks are seeing their biggest volatility in over two decades, with options pricing bigger Nasdaq 100 swings than the…
The scary part isn't volatility. It's how little it takes to create it. Markets increasingly resemble a giant short-gamma…
Stocks are rallying so fast it's creating a volatility dynamic that's only been seen four times in history.
Wall Street's nine-week rally has pushed U.S. stocks to record highs, but options market indicators suggest the advance is…
