Global option premiums?

Discussion in 'Options' started by heech, Apr 29, 2009.

  1. heech



    Just curious if anyone has insight into typical option premiums in overseas (non-US) markets.

    Is the implied volatility in the European markets significantly different (higher or lower) versus the US markets? Any other differences in trend? Or is everything pretty much arbed to BS-levels, tied to historical volatility?

  2. The index-replication trade is very crowded.
  3. heech


    Sorry, I found the answer a little mysterious.

    You're probably just thinking a few steps ahead of me... but what? What index replication trade are you referring to?
  4. MTE


    It's fairly similar to the US market.