Listen

Description

SPX correlation is historically low, while the average single-stock volatility is elevated amid AI momentum. In this edition of the All Options Considered podcast, BI's Chief Global Derivatives Strategist Tanvir Sandhu is joined by Maxwell Grinacoff, Head of US Equity Derivatives Research at UBS. They discuss the dynamics of equity volatility, growth of derivative-based ETFs, shift in product composition and option flow as a source of market dislocations.