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Bank of America warns of historic divergence between individual stock volatility and index volatility in the US stock market

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Bank of America said that there was a historical deviation between the volatility of individual stocks and the volatility of the index, similar to the period of the Internet foam. The CBOE report shows that the gap between VIXEQ and VIX has reached its highest level in history. As of Tuesday, VIXEQ is around 50 o'clock and VIX is around 16 o'clock. Bank of America's global equity derivatives research team pointed out that the gap between individual stocks and index volatility was close to the extreme level during the Internet foam, and there was market shock risk.

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