Odaily Planet Daily News, according to the analysis of The Cook Capital, there have been significant changes in IV and RV in the past two weeks. From the perspective of IV and RV data, the medium and long-term RV for periods longer than 3 months is generally around 50%, while IV is generally higher than RV. Therefore, the VRP of 3M/6M/1Y is quite considerable. From the perspective of Volatility structure, the FWD IV of December relative to September is 66%.
The content is for reference only, not a solicitation or offer. No investment, tax, or legal advice provided. See Disclaimer for more risks disclosure.
Analiz: Volatilite yapısı, Aralık ayının FWD IV'sinin Eylül'e göre %66 olduğunu gösteriyor.
Odaily Planet Daily News, according to the analysis of The Cook Capital, there have been significant changes in IV and RV in the past two weeks. From the perspective of IV and RV data, the medium and long-term RV for periods longer than 3 months is generally around 50%, while IV is generally higher than RV. Therefore, the VRP of 3M/6M/1Y is quite considerable. From the perspective of Volatility structure, the FWD IV of December relative to September is 66%.