Week in Volatility
Markets were down this week, but while volatility futures rose implied volatility did not rise significantly. With significant uncertainly regarding the situation in Japan, US markets seems to ignore it, and instead focus on economic growth and iPad 2 sales. My feeling is that a lot of uncertainly is actually going to be resolved this week, and I expect to see lower risk premiums.
Subscribe to:
Post Comments (Atom)
Weekly market report
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
-
As I am sure all of you know Russia has began a full scale war against my home country Ukraine. Please make no mistake - Putin's goal ...
-
Yesterday I found another piece of ignorance on Medium: Stop Watching The VIX, Just Make Your Own tl;dr : Just use ATM straddles 🤦 This is...
-
The biggest news this week is that Deribit is moving ahead with launching futures on their DVOL Bitcoin volatility index. Like with every ne...
No comments:
Post a Comment