Nattakorn Maneerat Volatility is back. Realized volatility (volatility that happened, not priced for the next month by the VIX) has quadrupled in the last few weeks. 20-Day Realized Vol ■Nasdaq 100 =5&P 500 20 15 The Daily Shot® 2022 2023 2024 Daily Shot On Monday, the unwinding of 50% of the $1.7 trillion Yen carry trade helped fuel the worst stock day since October 2022. Volatility Index ($VIX) Jan 1990 - Aug 2024 90.0 12.7 (Mar 2020) 80.9 (Oct 2008) 80.0 @CharlieBilello 70.0 C CREATIVE PLANNING 60.0 50.0 ...