Looking at Spread Between Equity and Oil Volatility

The spread between oil vol and equity vol (VIX) is nearing 08'-09' peak. Last time we reached this level oil and stocks bottomed. The difference however, is that the absolute level of vol on both indicators is not near all-time highs. The spread comes from a rather low equity vol, and spike in oil vol. Take this info as you wish.

TheMarketMeter.com

-Sean

Posted to Hnery on Mar 20, 2015 — 9:03 AM

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