In today’s briefing:
- EQD | Global Option Implied Volatility – Option Opportunities Across the Regions
- EQD | S&P/ASX 200 Option Strategy – Today’s All-Time-High Calls for Proactive Hedging
EQD | Global Option Implied Volatility – Option Opportunities Across the Regions
- Global option markets present a diverse picture, offering a broad opportunity set.
- Several markets make for good hedging-candidates after a strong January and amid cheap options.
- Although several Indian indices show high implied volatility, contextual analysis indicates volatility may be fairly priced relative to their bear trends.
EQD | S&P/ASX 200 Option Strategy – Today’s All-Time-High Calls for Proactive Hedging
- Today, the S&P/ASX 200 (AS51 INDEX) reached a new all-time high while implied volatility is near record low levels. The combination makes for a good opportunity to hedge.
- Volatility assessment trough conventional volatility metrics and one new chart not seen anywhere else.
- An actionable example of a put option hedge is presented, striking a balance between protection and cost.
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