In the news that probably will not have much practical interest to most readers, but for the sake of complete volatility coverage ... Ukrainian Exchange listed options on UX Index - the benchmark stocks index of the Ukraine. I could not find volume information but open interest is high - higher than GVZ, for example. Implied volatility for June is about 35-40, and more or less closely follows the RTSVX - the Russian Volatility Index.
Press release here, exchange's website here.
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 ...
-
Many investors are looking at VIX and VSTOXX indexes as a leading indicators of volatility in equity markets, however many are confused by t...
-
Deutsche Bank Currency Volatility Index was developed to provide an implied volatility benchmark for major currency markets. The index is d...
No comments:
Post a Comment