Talking Like Volcker, Channeling Burns (guests: Rob Arnott, Brent Kochuba)
The Market Huddle
00:00
Equity Options - Can I Use the Move Index as My Barometer for Mackerel Concerns?
The move index is the bond vix. It's essentialy what t looks as the implied volatility of treasury options. Higher implied volatility means that traders are expecting more movement, right? In the underlyng so in this case, the underlying is just treasury options. And it's unusual for us to have a situation where the move index is at at or near all time hies.
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