Press release here, exchange's website here.
Showing posts with label ukrainian volatility index/. Show all posts
Showing posts with label ukrainian volatility index/. Show all posts
Ukrainian Exchange Launches Options Trading
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.
Press release here, exchange's website here.
Subscribe to:
Posts (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...
-
If you're working with daily data (without access to intraday data) and need to calculate volatility, then using close-to-close squared ... -
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 ...
-
VIX expiration day often coincides with particularly heavy trading activity in underlying SPX options. VIX settlement value, or VRO rarely m...
