The vol market officially "flinched" last week, according to Goldman Sachs trader Brian Garrett, as he highlights the surge in their "US Panic Index" and its spread to spot VIX (implying more pain to come for VIX).
Source: Goldman Sachs
The vol market officially "flinched" last week, according to Goldman Sachs trader Brian Garrett, as he highlights the surge in their "US Panic Index" and its spread to spot VIX (implying more pain to come for VIX).
Source: Goldman Sachs