Helen Bartholomew
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Editor at Large Risk.net Views expressed are my own.
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As a journalist, you can create a free Muck Rack account to customize your profile, list your contact preferences, and upload a portfolio of your best work.Articles
Options vanna positioning echoes 2024 vol spike, banks warn
By An esoteric volatility metric is ringing alarm bells reminiscent of August 2024 when the Vix volatility index made its biggest ever intraday surge on a relatively muted stock fall. Market-makers' vanna exposure, a second-order options Greek reflecting the change in vega - or volatility sensitivity - as underlying spot moves, hit its steepest negative level for two years in recent weeks. Similar
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