Equity options
Did tariff rout expose ‘autocallification’ in US dividend futures?
Bank of America cites curve flattening and beta surge as evidence of autocall hedging
AI and Trump tariffs spur hyped-up dispersion trade
Popular vol strategy pays off in January despite highest entry costs on record
Autocall curbs hit long-dated Nikkei and HSCEI options
Collapsing Asia structured products inventory saps market-makers of long-dated vol supply
Reverse dispersion gains traction as implied spread jumps
Inverted strategy on Euro Stoxx 50 gains popularity for profit-taking and correlation play
Cboe plans Q2 dispersion futures listing
Expectations of post-US-election uncertainty drives launch, and could help bank equity desks hedge OTC risks
Traders dredge 0DTE data for intraday gamma insights
Firms such as UBS, BofA and OptionMetrics are investing in continuous net options position monitoring
Talking Heads 2024: All eyes on US equities
How the tech-driven S&P 500 surge has impacted thinking at five market participants
China stimulus creates hedging headaches for HK warrants
Dealers say options liquidity issues during Hang Seng’s rollercoaster ride made the products tricky to risk manage and price
Pre-market trades blamed for record Vix surge
Traders rushed to cover short vol positions before the market opened on August 5