Volatility eases as summer draws to a close and earnings season ends; Treasury and Eurodollar options perk up on inflation worries; John Lothian delivers a tribute to the late Wayne Luthringshausen and talks market structure; Hong Kong Exchanges and Clearing launches new options; Two economics professors take a poke at stock market bubbles; and tastytrade’s Jermal Chandler talks about theta in the “Term of the Week.”
The following are links to stories and websites referenced in this episode of The Spread:
Volatility 411 — https://bit.ly/3xJXmm2
Bloomberg — Treasury Traders Bet on Renewed Selloff With Inflation Data Due — /bloom.bg/2XnI6yN
New York Times — Consumer Prices Keep Climbing as Fed and White House Await a Cool-Down — https://nyti.ms/37DD2be
Bloomberg — Traders Pile Into Tail-Risk Bets That Fed Won’t Hike at All — /bloom.bg/3fXgVRO
Federal Reserve Bank of Kansas City — Jackson Hole Economic Symposium — https://bit.ly/3jXf9RN
HKEX– HKEX to Introduce Options on Futures contracts — /bit.ly/3CGRT2X
BusinessInsider– 2 leading economists used option prices to identify 20 years of stock market bubbles and build a ‘bubble riding’ trading strategy that beat buying and holding. Here’s how it works. /bit.ly/3CBCl0j
SSRN — Inferring Financial Bubbles from Option Data — https://bit.ly/3jQe1PT
