Listen now (15 min) | Skew collapses as Nasdaq positions get rinsed, banks are flush & inflation awakens Please listen to our podcast for a summary of the latest weekly note 2020 QE is Different this Time Figure 2: Most investors think of skew (the premium for out-of-the-money options) in terms of downside put protection, however skew was rich all summer largely due to demand for upside calls on pandemic beneficiaries and the winner-take-most technology companies. Skew cheapened considerably during the 10% Nasdaq correction implying investor bullish bets have been reduced.
Podcast: 2020 QE is Different this Time
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Listen now (15 min) | Skew collapses as Nasdaq positions get rinsed, banks are flush & inflation awakens Please listen to our podcast for a summary of the latest weekly note 2020 QE is Different this Time Figure 2: Most investors think of skew (the premium for out-of-the-money options) in terms of downside put protection, however skew was rich all summer largely due to demand for upside calls on pandemic beneficiaries and the winner-take-most technology companies. Skew cheapened considerably during the 10% Nasdaq correction implying investor bullish bets have been reduced.
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