Exotic options
FX options traders lost in Iran fog
Headline ‘ping-pong’ saps hedge funds’ conviction, though pockets of vol selling have re-emerged
After market whipsaws, banks put new twist on QIS options
Variable strike options aim to catch recoveries after volatility spikes
QIS futures debut – but only simple ones for now
Goldman and Societe Generale kick-start Eurex market with equity baskets
Real money investors cash in as dispersion nears record levels
Implied spreads were elevated to start 2026. Realised levels have been “almost unprecedented”
Investors turn to costly ‘all-weather’ hedging strategies
Geopolitical and technology risks spur demand for multi-strategy QIS tail hedges
Calamos brings popular US autocall ETF to Europe
Dublin filing points to Q1 launch for Calamos Autocallable Income Ucits ETF
S&P bull run drives interest in reset and lookback hedges
Variable strike put options proved popular alternative hedging format of 2025
Asset managers prep autocall ETFs with assets tipped to hit $30bn
Actively managed strategies wait in the wings after systematic approach nets Calamos $500m
Hong Kong tech stocks flirt with peak vega on structured boom
Note issuers sell vol to flatten exposures as Alibaba, BYD, Tencent zig-zag lower
Quantcast Master’s Series: Jack Jacquier, Imperial College London
A shift towards market micro-structure and ML has reshaped the programme
Inside Safran’s $54bn FX options book
French aircraft parts supplier emerges as key exotics player
Real money rides the hybrid options wave
Insurers follow hedge funds into exotic trades with equity-down, yields-down recession plays
BofA preps single-stock autocalls on new CHF indexes
SIX Group indexes slash implied forward cost for US underlyings including Nvidia and Microsoft
Copulas find new role in derivatives pricing
Pricing model for exotic options revives poster child of 2008 credit crisis
Calamos’s $200m inflows trigger autocall ETF ‘frenzy’
First mover expands to US tech, Innovator ETFs plans rival listing on September 25
Hybrids go for gold
Spot gold surge sees investors eye dual digitals on new highs
Why Calamos chose swaps for market’s first autocall ETF
Swap-based structure attracts $40 million in first month; backers eye multi-billion-dollar AUM
Did tariff rout expose ‘autocallification’ in US dividend futures?
Bank of America cites curve flattening and beta surge as evidence of autocall hedging
Back-to-back hedging is back on the table for autocall issuers
Deal activity is picking up as prop shops compete with hedge funds for structured products risk
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