In today’s briefing:
- EQD | Kospi Index Options Weekly – December 23 – 27
EQD | Kospi Index Options Weekly – December 23 – 27
- Since the end of September the Kospi has been diverging from the Nikkie which has rallied as JPY has weakened. Both Kospi and KRW have been moving lower.
- Vast majority of option trading is in short dated expiries. The largest volume day of the week saw 99% of trading in expires <= Jan 09
- Implied vols were quiet but there was some increased tilt to skew making out-of-the-money Puts slightly more expensive.
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