Gap between single-stock and index volatility reaches new high, Lisa Abramowicz notes

Gap between single-stock and index volatility reaches new high, Lisa Abramowicz notes
Single-stock volatility at yearly high

Lisa Abramowicz, journalist, co-host on Bloomberg TV/Radio at Bloomberg, reports that while the U.S. stock market remains broadly stable with low overall index volatility, implied volatility for individual stocks has surged to the highest levels in more than a year.

Abramowicz highlights that the gap between single-name and index volatility measures has never been higher, citing analysis by Simon White from Bloomberg.

Abramowicz has recently covered individual stock volatility in depth. She reported that Microsoft shares suffered their steepest monthly drop since 2008, losing nearly 19% in June. In an earlier article, she noted that the yield gap between U.S. 2-year and 10-year Treasuries narrowed to its smallest in a year. These developments come as investors track major divergences across equities and fixed income markets.

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