Asia open · Wednesday Sep 23

$TWSE / TAIEX: negative gamma, vol compressed. Dealer cushion is thin.
$SGX / STI: long gamma regime, contango. Dealers dampen the swings.

#volatility #derivatives #quant

Asia open · Tuesday Sep 15

$SGX / STI: front vol bid, backwardation showing. Dealer hedging drives the near leg.
$TWSE / TAIEX: dealers short the near leg, backwardation widening. Stress signal.

#volatility #derivatives #quant

Asia-Pac vol radar · Tuesday Sep 8

$SGX / STI: inverted curve, negative gamma dealers. Near-term stress priced in.
$TWSE / TAIEX: front vol bid, backwardation showing. Dealer hedging drives the near leg.

#volatility #derivatives #quant