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Options Wednesday: A Comparison of Implied Volatility of Latin American ETFs

Sep 26, 2018

The Data Daily: Where the charts tell the story

This week's Options Wednesday focuses on a comparison of implied volatility among Latin American ETFs. 


Click any graph to expand

After reviewing the graphs below, we highlight:

  • 30-day implied volatility for EWZ remains rich as investors continue to look for ways to hedge risk associated with the upcoming Presidential elections
  • EWW 30-day implied volatility appears to be mean reverting on news that the US and Mexico have reached an agreement on their trade dispute


Brazil  EWZ - iShares MSCI Brazil ETF

Chile  ECH - iShares MSCI Chile ETF

Mexico  EWW - iShares MSCI Mexico ETF