EQD / Weekly Vol Update / IVs Spike with Election Results Round the Corner
AceGama has highlighted this Insight as a Top Pick 323 Views02 Jun 2024 14:26
- IVs Spike with Election Results release on 04-June-2024. Post event there's a risk of large IV-crush regardless of the result.
- Current Vol-state is "High & Up". Wait for the switch to "High & Down" before initiating new risk-premia harvesting strategies
- Weekly IVs have received large markups due to elections. Entire Vol Curve is now in Backwardation - curve inversion at extreme levels
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