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Remember way back when, we used to look at volatility all the time? How about a little peak for a moment, see where we stand. Up top, we have 1o Day HV over the past half year in SPY. It's a pretty docile 30 now, down from 50 to start the month. Recall that in late March, we kept getting asked why the VIX was stubbornly high in the face of a bull move, and we kept pointing out that realized volatility in stocks remained high enough to justify it.
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