Recent Drop In Vol In US & Asian Options: What It Could Be Saying
This article was originally published on ETFTrends.com.
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 in January, with volatilities decreasing steadily together for each. One [...]