U.S. equity traders are hedging against expected volatility around November's midterm elections, with VIX futures rising from 17.4 in September to 19.7 in November and election-related options implying roughly a 1.4% S&P 500 move the day after voting.
Bloomberg08/25, 09:32 PM
- 17.4
- 19.7
- 80%
- 1945
Figures as quoted by Bloomberg
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