Hedge When You Can, Not When You Have to
Sellers use put options as insurance against market risk in response to fluctuating demand, with a focus on observable and liquid insurance...
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Option Prices are Singing
An analysis of option prices in markets like gold and oil can provide valuable insights into market conditions and help investors manage risk...
270 Views
VIX Went Cray Cray
The market was impacted by events such as the Yen's rally, Japan's monetary policy, the VIX hitting 65, and the unique risks in March 2020.
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Garrett DeSimone, Head of Quantitative Research at OptionMetrics
Dissertation findings reveal overpricing of event risk premium in single stocks and the S&P 500, leading to punitive straddle costs and potential...
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