ETF options diverge on China devaluation as equity volatility rises
With China’s devaluation having brought rising uncertainty across global markets, volatility measures for many options on exchange traded funds have not kept pace with those that reference their underlying securities.
Recent trading sessions for US equities have been increasingly volatile, sparked by concerns over currency war campaigns and deflationary pressure driven by slowing growth.But, with this, options markets have brought an increase in dispersion trading opportunities. Traditionally, such strategies seek to capture mean ...
Please take a trial or subscribe to access this content.
Contact our subscriptions team to discuss your access: email@example.com