spx options volatility

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Goldman Sachs quants says S&P 500 to swing +/- 2% on a wild election day | Forexlive

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Post author By admin_biglotfx
October 30, 2024
No Comments on Goldman Sachs quants says S&P 500 to swing +/- 2% on a wild election day | Forexlive

A heads up via a Goldman Sachs derivatives research note. Citing options markets, GS says it’ll be a volatile election day (November 5): SPX options pricing implies a plus/minus 2.1% move on the day options on the top 25 macro ETFs which imply an average move of +/- 5.3% for U.S. elections when compared to […]

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