Implied Volatility From Twitter Options Prices At The Lowest Levels
The option market does not appear anxious about Twitter earnings, expected to be announced later this week. Implied volatility (IV) from options prices is at…
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How Does Treasury Vol Influence The Equity Markets?
Garrett DeSimone, Ph.D. and Head of Quantitative Research for OptionMetrics spoke at Global EQDerivatives Las Vegas on May 23 on the impact of treasury volatility…
Recent Drop In Vol In US & Asian Options: What It Could Be Saying
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…