State of the Market: Where is Volatility?

[Deepak Singh]

http://www.stateofthemarket.net/blog/

1. The S&P 500 has now traded for 24 sessions in a row without a deviation greater than 2%….the longest streak since July 2007.
2. Overnight CBoE VIX has slipped below 20 - first time since August 2008.
3. Nifty is also exhibiting extremely low levels of volatility. When was the last time you saw Nifty moving more than 100 points in a day.

Are we returning to periods of extremely low volatility? It feels like morning after the storm.

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