Barclays: The options market has fully reflected the volatility risk of the US election
2024-10-17 17:05:48
Barclays says US election S & P 500 index implied volatility rangedesk3cryptocurrencydesktopCrypto News
Barclays said the S & P 500 implied volatility for the upcoming US election is 1.8 per cent, a level of risk that has been fully priced in by the market. Derivatives strategists such as Stefano Pascale said the VIX traded at about twice the S & P 500's actual volatility in a month, reflecting election-related price volatility. The VIX's ratio to the S & P 500's actual volatility is high compared with previous elections and is unlikely to rise further.
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巴克莱：期权市场已完全反映了美国大选的波动风险
