implied volatility – Charm

Traders Pay Steeper Price to Hedge Risk From Stocks to Gold

Risk premiums have increased since early September as a function of gold breaking fresh records. (Bloomberg) — The risk premium for options is rising in assets from stocks to gold, even as implied volatility on benchmark indexes has been either steady or falling for most of this year. Most Read from Bloomberg While that may…

Investors Jump Into Riskiest Assets After US Inflation Report

Cs news4 months ago4 months ago010 mins

(Bloomberg) — Global investors dived into the riskiest assets after a benign US inflation report dispelled fears of stagflation and lifted a roadblock for the Federal Reserve to cut interest rates. Stocks jumped to fresh record highs, and small-cap stocks, emerging-markets and semiconductors extended a rally. Measures of implied volatility plunged even as President Donald…