Recent Drop In Vol In US & Asian Options: What It Could Be Saying
March 15, 2019 at 10:00 AM EDT
By Garrett DeSimone, ValueWalk Could anticipated progress in trade talks with the U.S. and China be positively reflected in the markets? This chart from Garrett DeSimone, Head of Quantitative Research at OptionMetrics, illustrates a recent drop in 30-day implied volatilities in Asian and US options...