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Tiny imploding Russia fund draws rush of options bets

March 1, 2022

“The ETF’s 30-day implied volatility was at 340%, the highest since the pandemic-driven selloff in early 2020.

Some traders appeared to be betting that the final value for the ETF will be lower by the last day of trading on March 11, said Garrett DeSimone, head quant at OptionMetrics.”

Read the full Reuters article, “Tiny imploding Russia fund draws rush of options bets,” featuring OptionMetrics insight below.