The document analyzes the performance of an index over a 13-day period, highlighting the impact of realized volatility being higher than implied volatility. It includes a table of contract details with volatilities and a chart of implied volatilities over time.
documents/vol00010-efta01456610-pdf.pdf
{"title":"Volatility Analysis and Index Performance","document_date":"2015-02-02","document_type":"tabular","document_subtype":"financial analysis","key_organizations":["Deutsche Bank Global Markets Research"],"reference_numbers":["DB-SDNY-0115858","SDNY_GM_00262042","EFTA01456610"]}