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Options Wednesday: A Comparison of Implied Volatility of Top Brazilian ADRs

Mar 20, 2019

 

Diverse Option Strategies for All Risk LevelsDiverse Option Strategies for All Risk Levels
Diverse Option Strategies for All Risk LevelsDiverse Option Strategies for All Risk Levels

The Data Daily: Where the charts tell the story

This week's Options Wednesday focuses on a comparison of implied volatility of select Brazilian ADRs.

 

 

Azul Airlines ADR (AZUL) - Implied Volatility

Azul Airlines ADR

Source: Quandl

Banco Itau ADR (ITUB) - Implied Volatility

 banco itau adr

Source: Quandl

 

Quantitatively-Derived Options Trades: Transparent and Easily ExecutableQuantitatively-Derived Options Trades: Transparent and Easily Executable
Quantitatively-Derived Options Trades: Transparent and Easily ExecutableQuantitatively-Derived Options Trades: Transparent and Easily Executable

 

Companhia Brasileira de Distribucao ADR (CBD) - Implied Volatility

CBS ADR

Source: Quandl

Petrobras ADR (PBR) - Implied Volatility

petrobras adr

Source: Quandl

Vale ADR (VALE) - Implied Volatility

Vale ADR

Source: Quandl

OptionsQuantitatively derived options trades TRANSPARENT AND EASILY EXECUTABLE
OptionsQuantitatively derived options trades TRANSPARENT AND EASILY EXECUTABLE