Options Wednesday: Comparing Implied Volatility among Emerging Markets ETFs
Sep 12, 2018
The Data Daily: Where the charts tell the story
This week's Options Wednesday focuses on a comparison of implied volatility among Emerging Markets ETFs.
(Click ETF symbol for most recent quote and additional graphs)
Options traders are asking for a higher risk premium for the Brazil ETF, EWZ, relative to its historical average in comparison to the Turkey ETF, TUR. Despite talk on China, the China ETF, FXI, looks stable. India's ETF, INDA, implies almost no put buying which may be a contrarian signal for bullish investors since INDA is down 3.7% month-to-date.
EWZ - iShares MSCI Brazil ETF
FXI - iShares China Large-Cap ETF
INDA - iShares MSCI India ETF
TUR - iShares MSCI Turkey ETF