Volatility is at an all-time high and managers and investors are both beginning to realize the opportunities to be had. Volatility is the highest in the US since 1932. On November 20 the Vix, which measures the volatility of the S&P 500, hit an all-time high, closing at 80.86. A spokeswoman for the Chicago Board Options Exchange said that “normal volatility” was annualized at around 17 to 20. In September, October and November of 2008, the Vix has been between 50 and 80.
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