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...
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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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