Explaining The Dispersion Trade (guest: Mandy Xu)

This week Patrick and Kevin welcome Head of Derivative Market Intelligence for CBOE, Mandy Xu. Kevin and Mandy take a deep dive in to all things volatility. They cover the persistent bid in the MOVE Index, the incredible flipping of IWM skew and why the volume in 0DTEs is not as worrisome as it might appear.

Click to find out more about CBOE: www.cboe.com

Follow Mandy’s work at CBOE on X: @CBOE

 

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