Event Dime

Cross-Asset Volatilities Normalize as Geopolitical Risk Premia Dissipates

Family, Youth & EducationAcademic Lectures & PanelsFamily, Youth & Education / Academic Lectures & Panels
AI signals
CasualFamily-friendlyGeneral PublicParents/ToddlersWorkshop/ClassPop-upPublic
When:
June 15, 2026 ยท 4:00 AM
Where:
Cboe Global Markets
Source:
Cboe Global Markets

Implied volatilities declined across the board last week as the solidification of a US-Iranian peace agreement and the re-opening of the Strait of Hormuz dissipated geopolitical risk premia across the major asset classes. With oil prices falling to a 3-month low (though still at a 20% premium vs pre-War levels), risk sentiment and positioning in the oil markets have both normalized to pre-War levels with 1M oil volatility (OVX) falling 5pts to 54% (65th percentile) and 1M USO call implied volati

CasualFamily-friendlyGeneral PublicParents/ToddlersWorkshop/ClassPop-upPublic

Why this event appears here

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  • City coverage

    Cboe Global Markets

  • Primary source

    Cboe Global Markets

  • Categories

    Family, Youth & Education, Academic Lectures & Panels, Family, Youth & Education / Academic Lectures & Panels

  • Signals

    Casual, Family-friendly, General Public, Parents/Toddlers