Discussing 0DTE, CTAs, VIX: All Options Considered
FICC Focus
00:00
The SKU in the S&P in 2018
At the start of the year, we actually had quite a decent amount of vol compression. So if you are looking at some downside hedging, that didn't seem to be a bad time. But those measures really fell last year as equity vol underperformed. And I think it just ties back to these SKU dynamics and the flat SKU that persisted through our 2022.
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