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McElligott Breaks Down ‘Really Fascinating’ Equities Vol Dynamics
The equities vol space is quite interesting these days -- or "really fascinating," as Nomura's Charl
Thanks.
Appears to me to be the type of dynamic that acts self-contained and stable but once it leaks it will unwind fast, for now it remains waiting game…
Of all the people on your carefully curated list of analysts worth reading, McElligott is my favorite.
See if I have this right. The 0DTE option dynamics apply to SPX index, right? So vol is suppressed for the S&P 500, and to a lesser degree its larger names, but not for midcap or smallcap indicies or names?
Who needs Fan Duel to get his/her jollies? The derivatives market is way more fun and lucrative.