Eurostoxx vol

A friend mentioned the Daily Shot had a chart showing that SX5E (Eurostoxx 50) implied vol is on the low.
Below are 2 charts of the same thing, 1 year above and 5 year below….  SX5E vol (white)  and US VIX (amber).

Some divergence here…the main takeaway is that eurostoxx vol is low.

Posted on July 31, 2018 at 10:25 am by alexmanzara · Permalink
In: Eurodollar Options

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