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Volatility Curves

Want to look at the volatility curve of some ETFs to see if the market is telling us something.

ETF Historical Volatility June Implied Vol. July Implied Vol. Sep Implied Vol. Dec Implied Vol.
XRT Retail 38 42 39 38 38
XLY Consumer Discretionary 38 31 31 32 32
XLP Consumer Staples 20 15 15 17 17
XOP Oil & Gas Exploration 55 37 41 40
XLE Energy 40 36 35 37 37
XME Metals & Mining 70 50 51 51 51
XLI Industrial 42 30 30 31 31
XLB Materials 40 35 35 36 36
XLV Healthcare 17 18 18 21 21
XLU Utilities 27 20 19 21 23
XLK Tech 28 30 29 28 29
XLF Financial 70 53 52 52 50
XHB Homebuilders 57 53 52 54 51
GLD Gold 15 26 28 29 31

What is interesting to me here is that most of the implied volatilities are lower than the historical volatility. Also, the implieds are constant going out to December. That looks like a placid market prediction. Of course, most of the volatilities are “high” historically.

One exception is XRT, the retail SPDR, the June implied volatility is higher than historical and then it drops down to the historical value as you go out in time. This is also odd since XRT has been rising. This might indicate a near term storm in retail.

At the bottom of the chart, GLD, SPDR Gold Trust, has a higher implied than historical vol in absolute terms and a rising implied vol curve going out to December though gold has been rising.  That is bearish for gold.

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