Implied Volatility Is Coming In Hard

Published: Nov. 18, 2022, 8:24 p.m.

b'"Implied volatility has come in hard on the front-end of the curve even through realized volatility is near the highs of the year. The skew is incredibly flat as puts are cheap relative to calls from a historical perspective with positioning as the likely cause. October seemed to be throwing in the towel with boring earnings and a massive recovery," says Zed Francis.'