June 18, 2022
Why is Vol and Skew Underperforming and What It Means?

Skew has been flattish for some time this year, despite a decline. Since the year started, the sentiment was bearish and market participants were overly hedged. As the market declined – implied vol went up, but it still underperformed, given the magnitude of the moves. Today 👀 a spike in short dated🔺-sticky skew. This is […]

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