What Does Treasury Volatility Reveal About Recession Risk?
Open Interest Open Interest
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 Published On Dec 14, 2022

Open Interest

Inflation data and rates have important implications for equities. Less discussed, but also important, with implications for the real economy, is rate uncertainty. Garrett DeSimone, PhD, Head of Quantitative Analytics at OptionsMetrics joins Mike to discusses what he sees in Treasury volatility, equity skews (both index and single-stock) and idiosyncratic risk identified by options markets in some of the largest and most heavily traded stocks including $AAPL $AMZN $GOOGL $META and $NFLX.

OptionMetrics www.optionmetrics.com


Mike Khouw: Twitter @Michael_Khouw
Options Action: Twitter @OptionsAction
CNBC Fast Money: @CNBCFastMoney

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