IVs are dropping quickly due to a holiday week and risk-seeking behavior. Smile & Skew dynamics compress. Vol Term-Structure shifts from Backwardation to Contango.
What is covered in the Full Insight:
Market Overview
Implied Volatilities & Vol Regime
Option Chain Dynamics
Vol Surface Smile & Skew dynamics
Strategy Trackers – Systematic Volatility Trading
Boomeranged on Tue, 18 Jun 2024 11:48
Markets were closed on 17-June-2024 when the insight was released. It would have been missed by many readers. Re-circulate since this is a Weekly publication & will be useful for traders.