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Options Wednesday: A Comparison of Implied Volatility of EMEA ETFs

Oct 10, 2018

The Data Daily: Where the charts tell the story

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


After reviewing the graphs below, we highlight:

  • Russian ETF (RSX) Implied Volatility has been rising on Middle East sanction rhetoric and oil pricing looking to have peaked
  • South African ETF (EZA) Implied Volatility rising due to political instability and dollar strength vs gold weakness


Poland - iShares MSCI Poland ETF (EPOL) 30-day implied volatility

Russia - VanEck Vectors Russia ETF (RSX) 30-day implied volatility

South Africa - iShares MSCI South Africa ETF (EZA) 30-day implied volatility

Source: Quandl all graphs