Event Dime

SPX® Options Positioning Reverses as FOMO Sets In

Education & Learning
When:
April 20, 2026 · 4:00 AM
Where:
Cboe Global Markets
Source:
Cboe Global Markets

Implied volatilities normalized across asset classes last week as momentum built toward a peace deal between US and Iran. Equity, rates, credit, and FX implied volatilities all fell below their long-term averages. WTI 1M implied vol collapsed by nearly 30 pts wk/wk to 47% – though notably we still see strong demand for call options with oil skew remaining inverted. This suggests that despite widespread optimism of an imminent deal, oil traders still see elevated risk of a prolonged conflict – a

Why this event appears here

This listing is shown because it is tied to the current city coverage and carries structured metadata that can be indexed and compared with other events.

  • City coverage

    Cboe Global Markets

  • Primary source

    Cboe Global Markets

  • Categories

    Education & Learning