Greeks.live: All major term IVs have reached their highest levels in the past year, and the FOMO sentiment caused by the surge has disappeared
TechFlow news, Greeks.Live researcher Adam said on
Market expectations for volatility are even higher than during the record high period. Looking at market data, this is mainly due to the significant increase in the price of short- and medium-term put options.
At present, the option skew indicator Skew has returned from significant skew to a neutral state. The prices of put options and call options under the same conditions have returned to the same level. The FOMO sentiment caused by this year's surge has disappeared.
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