Goldman Sachs' head of hedge fund sales, Pasquariello: Zero-day options suppress US stock volatility, S&P 500 sets longest low volatility record since the pandemic; remains bullish on tech and energy.
Tony Pasquariello, head of hedge fund sales at Goldman Sachs, noted in his latest market macro report that zero-day options (0-DTE) are locking the S&P 500's intraday volatility into an unusually narrow range. For the past 27 trading days, the intraday trading range has consistently remained below 1%, marking the longest period of low volatility since the COVID-19 pandemic. Goldman Sachs economist David Mericle has incorporated a 25 basis point Federal Reserve rate hike in September into his forecast, but believes there is a lack of strong economic justification. Pasquariello maintains a bullish stance on the energy sector (up 44% year-to-date) and technology sector (up 23% year-to-date), and identifies U.S. fiscal sustainability as the biggest long-term risk for U.S. equities. Goldman Sachs data shows that hedge fund net exposure is at the 26th percentile over the past year, with market sentiment falling to its lowest level since March of this year.
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