CME Options Volatility: Asset Class Vols Firm to Higher

MrTopStep.com

Larry Shover / Larryshover.com

CME asset class volatilities generally firm to higher across the board. Continuing to see a breakdown in macro-correlations - S/P and DOW implieds lag the NASDAQ. FX (G7) volatility unchanged. Gold and oil volatility both higher on the week.

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