Odaily Daily News According to The Cook Capital analysis, there has been a significant change in IV and RV over the past two weeks. From the IV and RV data, the medium to long-term RV for 3 months or more is generally around 50%, while the IV is generally higher than RV. Therefore, the VRP for 3M/6M/1Y is quite significant. From the Volatility structure, the FWD IV for December is 66% relative to September.
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Análise: a estrutura da Volatilidade mostra que o IV FWD relativo a dezembro em relação a setembro é de 66%.
Odaily Daily News According to The Cook Capital analysis, there has been a significant change in IV and RV over the past two weeks. From the IV and RV data, the medium to long-term RV for 3 months or more is generally around 50%, while the IV is generally higher than RV. Therefore, the VRP for 3M/6M/1Y is quite significant. From the Volatility structure, the FWD IV for December is 66% relative to September.