Market Commentary
June 2022
Posted:
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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