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As Demand for Corn Grows, New Key Data Points to Watch

As Demand for Corn Grows, New Key Data Points to Watch
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Steve Stasys , Upward Variance , Downward Variance ,

A New Volatility Index Offers An Expanded View of Options


AT A GLANCE
CME Group s CVOL includes out of the money options to examine the inner workings of markets
New upward and downward volatility features helped spot FX volatility trends in the early pandemic period
Thirty-day implied volatility is a liquid and sensitive part of the volatility surface and is closely watched by market participants. Traditionally it has been difficult to easily see 30-day implied volatility as options decay or drift towards maturity.
CME Group’s new CVOL indexes completely capture constant 30-day implied volatility and clarifies it through a unique prism that generates new sets of robust volatility indices. ....

Eric Leininger , Group Skew , Upward Variance , Downward Variance , Positive Skew , எரிக் ளேநிங்கேர் , மேல்நோக்கி மாறுபாடு , கீழ்நோக்கி மாறுபாடு ,