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Options markets send cautiously bullish signal on U.S. stock rally

April 16, 2020

“’There’s still uncertainty about whether front-month volatility spikes again,’ said Garrett DeSimone, head of quantitative research at OptionMetrics.

Other strategists have noted that as the term structure has flattened, volatility expectations have stayed high for later months, in a possible signal of concerns about lingering effects of the coronavirus outbreak.”

OptionMetrics’ Garrett DeSimone shares insights on the options market following an extreme three-week surge.