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The Search for Volatility

With 50.5 trading days left in the year and equity vol DOA, market participants are hunting for something to trade. Here’s a rundown of volatility levels by asset class (equities, metals, fx, energy, ags, and rates); all vol cones are for a 5-year history with expirations on the left-hand side.

Equities

E-Mini S&P 500 vol is at 5-year lows:

Metals

Gold and silver vol is near 5-year lows as well:


Copper vol shows signs of life for shorter dated expiries after testing recent highs:

FX

FX vol is middling:



Energy

Oil vol is low as WTI grinds higher:

Natural gas shows signs of seasonality:

Ags

Ags also harboring low vol:






Rates





Eurodollars

Eurodollar vol reflects uncertainty around the next rate hike:





Check Out The Latest Futures Options Roundtable

Are you looking for some light listening to help you through the trading day? We’ve got just what you need!

Nick has become a regular on the Futures Options Roundtable presented by The Options Insider. Below is a breakdown of the panel discussion in the latest podcast:

Ags:

  • Corn: Corn futures continued to slump to a 50-month low as waning prospects for frost damage this week
  • Wheat/Soybeans: Unusual activity, hot strikes and large open interest changes.

Energy:

  • Crude Oil:  Taking it on the chin as ISIS “crisis” fails to impact production.
  • Nat Gas: Unusual activity, hot strikes and large open interest changes.

Metals:

  • Gold: Gold futures rebounded from an eight-month low on signs of increased demand for bars and jewelry in India.
  • Silver: Silver futures for December delivery rose 0.1 percent to $18.62 an ounce.
  • Platinum: On the New York Mercantile Exchange, platinum futures for October delivery fell 0.5 percent to $1,363.50 an ounce

Forex:

  • Currencies: The US dollar making a strong move. The price of the UK pound amid Scottish independence fury.

Listen to the player above to hear what Nick and the rest of the panel has to say about the recent happenings in the world of futures and options.