In today’s briefing:
- EQD | Kospi Index Options Weekly (February 03 – 07): Implied Vol Does a Roundtrip
EQD | Kospi Index Options Weekly (February 03 – 07): Implied Vol Does a Roundtrip
- Implied vols rose 2.22 points in Monday’s sell off but round-tripped on the week, giving all the gains back by Friday.
- Rough start to the week amid tariff talk, Kospi dropping 2.64%.
- At this level we expect implied vol to remain more reactive to price shocks than we have seen over the past two months.
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