Bund futures, IV's

Discussion in 'Index Futures' started by Grant, Sep 30, 2007.

  1. Grant

    Grant

    Gentleman,

    Are changes in option implied vol's reflected in the future on an intra-day basis?

    Similarly, do changes in the front month/back month iv differential (assuming it exists) impact on futures?

    Thank you.

    Grant.
     
  2. cvds16

    cvds16

    no