RPT-Implied volatility on EuroSTOXX 50 falls on Obama win
LONDON Nov 7 (Reuters) - Implied volatility on European equities, seen as a crude barometer of investor risk aversion, fell sharply on Wednesday after the re-election of U.S. President Barack Obama left the door open for continued monetary stimulus.
The VSTOXX index of implied volatility on the EuroSTOXX50 fell 6 percent to 20.47. If the losses are sustained for the rest of the session, that would mark its steepest one-day fall in a month.
- Tweet this
- Link this
- Share this
- Digg this
- Reprints


Follow Reuters