A Dive Into Near Term S&P 500 Implied Volatility: Looking At How The Markets Are Pricing Upside And Downside Risk
The SPDR S&P 500 ETF Trust (ARCA: SPY) is currently experiencing historically low levels of relative volatility, ranking in the bottom 3 percentile for relative historical volatility over the past twelve months. However, examining the near-term Implied Volatility (IV) term structure reveals interesting patterns.
