Event Dime
Cross-Asset Volatilities Decline as Traders Pivot Away from Hawkish Fed
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- When:
- June 22, 2026 · 4:00 AM
- Where:
- Cboe Global Markets
- Source:
- Cboe Global Markets
Implied volatilities declined across the board last week as the markets pivoted away from a hawkish Fed to an intense but ultimately positive US-Iranian weekend negotiation to end hostilities. USO 1M 25-delta call skew is now lower vs pre-War levels (USO call implied volatilities trading +3pts above comparable put implied vols vs a pre-War skew differential of +15pts). Interest rate volatility per VIXTLT Index has declined to a 1 percentile low despite both, the Fed’s hawkish tone and Kevin Wars
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