The CNN Fear & Greed Index plunged to 8 on Mar 31 (its lowest since November), placing markets in 'Extreme Fear' territory. Implied volatility is running nearly 2x realized volatility, creating one of the widest gaps between fear and fundamentals in years and increasing downside/volatility risk that may widen option skews and strain liquidity.
The CNN Fear & Greed Index plunged to 8 on Mar 31 (its lowest since November), placing markets in 'Extreme Fear' territory. Implied volatility is running nearly 2x realized volatility, creating one of the widest gaps between fear and fundamentals in years and increasing downside/volatility risk that may widen option skews and strain liquidity.
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mildly negative
Sentiment Score
-0.35
