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How Volatile is this Election?
Ahead of the U.S. presidential election, we observe a notable increase in leveraged positioning across futures and perpetual markets, alongside inverted options term structures. Funding rates remain positive, and front-end implied yields have lifted, reflecting traders’ growing election-driven sentiment. Short-dated options demand has surged, particularly for Nov 8 expiries, driving implied volatility up. These developments mirror pre-event trends seen before the January ETF launch, though volatility levels are lower this time around.
October 31, 2024
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