Mar 26, 11:18 AM

US Treasury Implied Volatility Hits Low, MOVE Closes at 90.82, $VIX Near All-Time Lows

Implied volatility in US Treasury yields has decreased significantly, with the MOVE index closing at 90.82, the lowest since February 2022. Options markets indicate extreme optimism, and the $VIX is at all-time lows compared to cross-asset volatility. Interest rate volatility is also diminishing, with the lowest close for MOVE since February 2022.

#US Treasury

Written with ChatGPT (GPT-3).

Sources

Daily Chartbook@dailychartbook
2 years ago
Interest rate volatility continues to fade. $MOVE lowest close February 2022. https://t.co/i6c5U3fVNn
Markets & Mayhem 🤖@Mayhem4Markets
2 years ago
The $VIX is near all-time lows relative to cross-asset volatility https://t.co/9kDnc4Y0w5
Daily Chartbook@dailychartbook
2 years ago
"Options markets are signaling extreme optimism, as evidenced by the volatility skew being near multi-year lows." @SoberLook https://t.co/H21wMBwNVC

US Treasury Implied Volatility Hits Low, MOVE Closes at 90.82, $VIX Near All-Time Lows

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