In today’s briefing:
- Korea Short Selling: Off to the Races
- Kospi Index Options Weekly (Mar 24 – 28): Volatility Dynamics and Tariff Uncertainty Support Hedging
Korea Short Selling: Off to the Races
- Short selling in Korea resumes in a couple of hours. Expect heightened volatility for a few days before things settle down.
- Foreign investors have increased their holdings over the last five weeks and there could be further buying in select stocks on stock price drops.
- The KOSPI 200 INDEX has outperformed the KOSDAQ 150 Index, and the forecast index deletes have underperformed the indices indicating that there will be positioning for the short-sell resumption.
Kospi Index Options Weekly (Mar 24 – 28): Volatility Dynamics and Tariff Uncertainty Support Hedging
- A weekly recap of volatility and price metrics, including option volumes, volatility trends, the spot/implied relationship, and open interest statistics.
- Implied vol held firm despite price swings, with the spread between 1M implied and historic vol continuing to widen.
- We suggest a tactical hedge given implied vol dynamics and uncertain political environment.
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