What Rout? RBC Still Sees Bullish Behavior in U.S. Options
- VIX has surged, but longer-term volatility not as much
- Wu Silverman also watching value, momentum factor performance
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The S&P 500 may have lost more than 7% in the past four days, but RBC Capital Markets says options markets aren’t panicking yet.
“We are actually seeing some bullish sentiment, with traders getting longer or monetizing hedges they’ve had on,” Amy Wu Silverman, an equity-derivatives strategist at RBCCM, wrote in an email Tuesday. “The options market does not suggest all out panic.”