The Seasonality Of Volatility During Earnings
From Macro-To-Micro Options Power Hour recorded on January 15, 2025
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In this short clip from Macro-To-Micro Options Power Hour recorded on January 15, 2025, Samantha LaDuc and Hans Albrecht discuss the seasonality and volatility patterns of the VIX, especially in relation to earnings seasons.
They note that volatility typically decreases initially in an earnings season but tends to increase in the following weeks.
Hans also mentions the impact of macroeconomic factors and options trading on market movements, highlighting the significant role of bond and yen movements in affecting the dollar and yields.
Finally, they touch on the complexities of options trading, emphasizing the importance of understanding implied versus realized volatility and the challenges of capturing the volatility risk premium.
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