The great vol crashVol has been smoked across the board. Realized is pinned, skew has collapsed and vol of vol is sitting near historic lows, while tech and semis implieds have undergone a massive reset.With Jackson Hole ahead and optionality suddenly cheap again, this is starting to look less like a market for selling vol and more like one for owning convexity.
The Great Vol Crash: Fear Has Been Completely Wiped Out
Semis vol just suffered one of its biggest resets in years. Whether NVDA triggered stabilization or the next bull leg, directional optionality suddenly looks interesting again.







