Is risk mispriced in multiple markets?
- Markets & Mayhem
- Mar 27, 2022
- 2 min read
There's a potential warning sign showing up in the options pricing differential between implied volatility and realized volatility over a 30 day period. This discount has shown up before periods of heightened left tail risk occurred in 2022. Let's dive into Tradewell.app to visualize this phenomenon across several ETFs.